<SEC-DOCUMENT>0001752724-20-217218.txt : 20201027
<SEC-HEADER>0001752724-20-217218.hdr.sgml : 20201027
<ACCEPTANCE-DATETIME>20201027165539
ACCESSION NUMBER:		0001752724-20-217218
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200831
FILED AS OF DATE:		20201027
PERIOD START:           	20201130

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Virtus Total Return Fund Inc.
		CENTRAL INDEX KEY:			0000836412
		IRS NUMBER:				133474242
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05620
		FILM NUMBER:		201264737

	BUSINESS ADDRESS:	
		STREET 1:		101 MUNSON STREET
		CITY:			GREENFIELD
		STATE:			MA
		ZIP:			01301
		BUSINESS PHONE:		800-272-2700

	MAIL ADDRESS:	
		STREET 1:		101 MUNSON STREET
		CITY:			GREENFIELD
		STATE:			MA
		ZIP:			01301

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	VIRTUS GLOBAL DIVIDEND & INCOME FUND INC.
		DATE OF NAME CHANGE:	20160929

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	VIRTUS GLOBAL DIVIDEND & INCOME FUND
		DATE OF NAME CHANGE:	20160929

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ZWEIG TOTAL RETURN FUND INC
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
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      <invstOrSec>
        <name>PETVET CARE CENTERS LLC</name>
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      <invstOrSec>
        <name>BHP BILLITON FIN USA LTD</name>
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        <invCountry>AU</invCountry>
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        <name>CABLE ONDA SA</name>
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      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
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        <title>Mauser Packaging Solutions Holding Co</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-04-15</maturityDt>
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      <invstOrSec>
        <name>SIGNATURE AVIATION US</name>
        <lei>213800CSNQ87U1MC8N11</lei>
        <title>Signature Aviation US Holdings Inc</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2028-03-01</maturityDt>
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        <name>NiSource Inc</name>
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        <title>NiSource Inc</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>TALEN ENERGY SUPPLY LLC</name>
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        <title>Talen Energy Supply LLC</title>
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        <invCountry>US</invCountry>
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        <name>HOWMET AEROSPACE INC</name>
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        <title>Howmet Aerospace Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>BAUSCH HEALTH COS INC</name>
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        <title>Bausch Health Cos Inc</title>
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        <invCountry>CA</invCountry>

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        <name>PRUDENTIAL FINANCIAL INC</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial Inc</title>
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        <name>GATEWAY CASINOS &amp; ENTERTAIN</name>
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        <title>Gateway Casinos &amp; Entertainment Ltd</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>Transocean Inc</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

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        <name>AI CONVOY LUXEM</name>
        <lei>222100GQMVQ4KP4KJS35</lei>
        <title>AI Convoy Luxembourg Sarl</title>
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        <assetCat>LON</assetCat>
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        <invCountry>LU</invCountry>
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        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TripAdvisor Inc</title>
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        <invCountry>US</invCountry>
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        <name>American Credit Acceptance Rec</name>
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        <title>American Credit Acceptance Receivables Trust 2019-2</title>
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          <maturityDt>2025-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <title>AHP Health Partners Inc</title>
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        <name>OneMain Direct Auto Receivable</name>
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        <name>NAVICURE INC</name>
        <lei>549300BIRBTAWWHCSZ09</lei>
        <title>Navicure Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>BBVA BANCOMER SA TEXAS</name>
        <lei>549300WIWQK5Q9MCUN92</lei>
        <title>BBVA Bancomer SA/Texas</title>
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        <name>GENERAL MOTORS CO</name>
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        <title>General Motors Co</title>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <title>Athene Global Funding</title>
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        <name>AVANTOR INC</name>
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        <title>Avantor Inc</title>
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        <name>USA COM PART/USA COM FIN</name>
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        <name>SCIENTIFIC GAMES INTERNA</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International Inc</title>
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        <name>Octane Receivables Trust</name>
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        <name>Fannie Mae</name>
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        <name>HAMILTON PROJECTS ACQUIR</name>
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        <name>Wells Fargo Mortgage Backed Se</name>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRAWBRIDGE SPEC OPPOR FU</name>
        <lei>N/A</lei>
        <title>Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin</title>
        <cusip>26150TAA7</cusip>
        <identifiers>
          <isin value="US26150TAA79"/>
          <other otherDesc="SEDOL" value="BP55YK2"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>351738.69000000</valUSD>
        <pctVal>0.082221773234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OLIN CORP</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>Olin Corp</title>
        <cusip>680665AL0</cusip>
        <identifiers>
          <isin value="US680665AL00"/>
          <other otherDesc="SEDOL" value="BKFH1M4"/>
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        <balance>410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410000.00000000</valUSD>
        <pctVal>0.095840827251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>GEOPARK LTD</name>
        <lei>529900ZR5QI19AH4KZ07</lei>
        <title>Geopark Ltd</title>
        <cusip>37255BAA7</cusip>
        <identifiers>
          <isin value="US37255BAA70"/>
          <other otherDesc="Sedol" value="BF0GV54"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309600.00000000</valUSD>
        <pctVal>0.072371512480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN GUARDIAN LTD</name>
        <lei>N/A</lei>
        <title>Transocean Guardian Ltd</title>
        <cusip>893800AA0</cusip>
        <identifiers>
          <isin value="US893800AA08"/>
          <other otherDesc="SEDOL" value="BG7PB40"/>
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        <balance>85799.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69173.65000000</valUSD>
        <pctVal>0.016169902048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Homeward Opportunities Fund I</name>
        <lei>N/A</lei>
        <title>Homeward Opportunities Fund I Trust 2018-2</title>
        <cusip>43789CAA8</cusip>
        <identifiers>
          <isin value="US43789CAA80"/>
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        <balance>328791.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339513.14000000</valUSD>
        <pctVal>0.079363951708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.98500000</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>MILEAGE PLUS HOLDINGS IN</name>
        <lei>N/A</lei>
        <title>Mileage Plus Holdings LLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BL3392828"/>
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        <balance>235000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237498.05000000</valUSD>
        <pctVal>0.055517096543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PDJ4</cusip>
        <identifiers>
          <isin value="US25714PDJ49"/>
          <other otherDesc="SEDOL" value="BZ82Z52"/>
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        <balance>255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282667.50000000</valUSD>
        <pctVal>0.066075822042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</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>TITAN ACQ/CO-BORROWER</name>
        <lei>N/A</lei>
        <title>Titan Acquisition Ltd / Titan Co-Borrower LLC</title>
        <cusip>88827AAA1</cusip>
        <identifiers>
          <isin value="US88827AAA16"/>
          <other otherDesc="SEDOL" value="BD4B0T8"/>
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        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>367737.50000000</valUSD>
        <pctVal>0.085961624906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF NIGERIA</name>
        <lei>549300GSBZD84TNEQ285</lei>
        <title>Nigeria Government International Bond</title>
        <cusip>65412JAA1</cusip>
        <identifiers>
          <isin value="US65412JAA16"/>
          <other otherDesc="SEDOL" value="BYQ2MJ0"/>
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        <balance>610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616466.00000000</valUSD>
        <pctVal>0.144103930274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</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>DISH DBS CORP</name>
        <lei>N/A</lei>
        <title>DISH DBS Corp</title>
        <cusip>25470XAL9</cusip>
        <identifiers>
          <isin value="US25470XAL91"/>
          <other otherDesc="SEDOL" value="B9WGB72"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212175.00000000</valUSD>
        <pctVal>0.049597628102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DANA INC</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>Dana Inc</title>
        <cusip>235825AF3</cusip>
        <identifiers>
          <isin value="US235825AF32"/>
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        <balance>582000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617263.38000000</valUSD>
        <pctVal>0.144290324320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLEX LTD</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>Flex Ltd</title>
        <cusip>33938XAC9</cusip>
        <identifiers>
          <isin value="US33938XAC92"/>
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        <balance>435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472539.16000000</valUSD>
        <pctVal>0.110459863422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>Freedom Financial</name>
        <lei>N/A</lei>
        <title>FREED ABS Trust 2019-1</title>
        <cusip>30308XAB9</cusip>
        <identifiers>
          <isin value="US30308XAB91"/>
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        <balance>305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304533.08000000</valUSD>
        <pctVal>0.071187078811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</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>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>Royalty Pharma PLC</title>
        <cusip>78081BAF0</cusip>
        <identifiers>
          <isin value="US78081BAF04"/>
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        <balance>271000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259719.74000000</valUSD>
        <pctVal>0.060711596915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>LUKOIL INTL FINANCE BV</name>
        <lei>724500LG1GUKJ5TOIW61</lei>
        <title>Lukoil International Finance BV</title>
        <cusip>549876AH3</cusip>
        <identifiers>
          <isin value="US549876AH32"/>
          <other otherDesc="SEDOL" value="B95Q6H4"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239951.25000000</valUSD>
        <pctVal>0.056090551951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.56300000</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>GLS Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>GLS Auto Receivables Trust 2018-3</title>
        <cusip>36255XAC7</cusip>
        <identifiers>
          <isin value="US36255XAC74"/>
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        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534694.63000000</valUSD>
        <pctVal>0.124989208942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.18000000</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>New Residential Mortgage Loan</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage Loan Trust 2017-2</title>
        <cusip>64829KBV1</cusip>
        <identifiers>
          <isin value="US64829KBV17"/>
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        <balance>465524.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503229.92000000</valUSD>
        <pctVal>0.117634077635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS Commercial Mortgage Trust 2012-C1</title>
        <cusip>90269GAN1</cusip>
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          <isin value="US90269GAN16"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180863.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-05-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ASURION LLC</name>
        <lei>549300KNQVXGIOXWK278</lei>
        <title>Asurion LLC</title>
        <cusip>04649VAU4</cusip>
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          <isin value="US04649VAU44"/>
          <other otherDesc="INTERNAL" value="BL2481622"/>
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        <balance>475135.12120000</balance>
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        <curCd>USD</curCd>
        <valUSD>475847.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services Inc</title>
        <cusip>038522AR9</cusip>
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          <isin value="US038522AR99"/>
          <other otherDesc="SEDOL" value="BMXPRX7"/>
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        <balance>440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>460900.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ABC SUPPLY CO INC</name>
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        <title>American Builders &amp; Contractors Supply Co Inc</title>
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          <isin value="US024747AF43"/>
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        <balance>565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>581950.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TRIDENT TPI HOLDINGS INC</name>
        <lei>549300TPLK304J3RNC85</lei>
        <title>Trident TPI Holdings Inc</title>
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          <isin value="US89616RAA77"/>
          <other otherDesc="SEDOL" value="BDZXJ30"/>
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        <balance>375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>370312.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2019-SFR2 Trust</title>
        <cusip>74333NAA0</cusip>
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          <isin value="US74333NAA00"/>
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        <balance>528631.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>547369.25000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oasis Securitisation</name>
        <lei>529900HHE04GA1UV8Y59</lei>
        <title>OASIS 2020-2 LLC</title>
        <cusip>67421AAA5</cusip>
        <identifiers>
          <isin value="US67421AAA51"/>
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        <balance>511095.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511916.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.26240000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HANESBRANDS INC</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>Hanesbrands Inc</title>
        <cusip>410345AN2</cusip>
        <identifiers>
          <isin value="US410345AN24"/>
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        <balance>555000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>591907.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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      <invstOrSec>
        <name>MGM GROWTH/MGM FINANCE</name>
        <lei>N/A</lei>
        <title>MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc</title>
        <cusip>55303XAK1</cusip>
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          <isin value="US55303XAK19"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68594.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BP CAPITAL MARKETS PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP Capital Markets PLC</title>
        <cusip>05565QDV7</cusip>
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          <isin value="US05565QDV77"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>764540.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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      <invstOrSec>
        <name>HAWAIIAN AIRLINES 13-1B</name>
        <lei>N/A</lei>
        <title>Hawaiian Airlines 2013-1 Class B Pass Through Certificates</title>
        <cusip>419839AA3</cusip>
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          <isin value="US419839AA31"/>
          <other otherDesc="SEDOL" value="B99L5C3"/>
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        <balance>471143.50800000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLICA ORIENT URUGUAY</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>Uruguay Government International Bond</title>
        <cusip>760942BA9</cusip>
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          <isin value="US760942BA98"/>
          <other otherDesc="SEDOL" value="BNB7S17"/>
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        <balance>415000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>571666.65000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF PANAMA</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>Panama Government International Bond</title>
        <cusip>698299BB9</cusip>
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          <isin value="US698299BB98"/>
          <other otherDesc="SEDOL" value="B96SR76"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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      <invstOrSec>
        <name>CARLISLE FOODSERVICE PRO</name>
        <lei>N/A</lei>
        <title>Carlisle FoodService Products Inc</title>
        <cusip>14235UAB7</cusip>
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          <isin value="US14235UAB70"/>
          <other otherDesc="INTERNAL" value="BL2649780"/>
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        <balance>398160.07870000</balance>
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        <curCd>USD</curCd>
        <valUSD>358344.07000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2025-03-20</maturityDt>
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      <invstOrSec>
        <name>DIAMOND BC BV</name>
        <lei>549300SWLHWJF3D4N658</lei>
        <title>Diamond BC BV</title>
        <cusip>000000000</cusip>
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          <isin value="XAN2611UAC98"/>
          <other otherDesc="INTERNAL" value="BL2482646"/>
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        <balance>637332.65050000</balance>
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        <curCd>USD</curCd>
        <valUSD>600290.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

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          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BAUSCH HEALTH AMERICAS</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>Bausch Health Americas Inc</title>
        <cusip>91911UAH3</cusip>
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          <isin value="XAC9413PBB85"/>
          <other otherDesc="INTERNAL" value="BL2848150"/>
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        <balance>136000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133110.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99600000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAT6</cusip>
        <identifiers>
          <isin value="US80413TAT60"/>
          <other otherDesc="SEDOL" value="BMFJ5N3"/>
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        <balance>845000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>914966.00000000</valUSD>
        <pctVal>0.213880727676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OSHKOSH CORP</name>
        <lei>549300FEKNPCFSA2B506</lei>
        <title>Oshkosh Corp</title>
        <cusip>688225AH4</cusip>
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          <isin value="US688225AH44"/>
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        <balance>194897.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>205403.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP Midstream Operating LP</title>
        <cusip>23311VAG2</cusip>
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          <isin value="US23311VAG23"/>
          <other otherDesc="SEDOL" value="BDG06C8"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>155773.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Banc of America Funding Corpor</name>
        <lei>N/A</lei>
        <title>Banc of America Funding 2005-1 Trust</title>
        <cusip>05946XPV9</cusip>
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          <isin value="US05946XPV90"/>
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        <balance>7700.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7944.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>SURGERY CENTER HOLDINGS</name>
        <lei>54930054EVI5HWPPW113</lei>
        <title>Surgery Center Holdings Inc</title>
        <cusip>84611WAB0</cusip>
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          <isin value="US84611WAB00"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>394000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF VENEZUELA</name>
        <lei>529900XM8PJTJK5OJI77</lei>
        <title>Venezuela Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP97475AP55"/>
          <other otherDesc="SEDOL" value="B4ZW6H7"/>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42700.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERITOR INC</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>Meritor Inc</title>
        <cusip>59001KAG5</cusip>
        <identifiers>
          <isin value="US59001KAG58"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137676.50000000</valUSD>
        <pctVal>0.032182999154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEACON ROOFING SUPPLY IN</name>
        <lei>549300HDXQWWCBOYXP31</lei>
        <title>Beacon Roofing Supply Inc</title>
        <cusip>073685AD1</cusip>
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          <isin value="US073685AD12"/>
          <other otherDesc="SEDOL" value="BZ1DXD6"/>
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        <balance>360000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>356893.20000000</valUSD>
        <pctVal>0.083426681777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Williams Cos Inc/The</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos Inc/The</title>
        <cusip>969457100</cusip>
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          <isin value="US9694571004"/>
          <ticker value="WMB"/>
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        <balance>226365.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4699337.40000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAE9</cusip>
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          <isin value="US80413TAE91"/>
          <other otherDesc="SEDOL" value="BD0TQP4"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1163694.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF VENEZUELA</name>
        <lei>529900XM8PJTJK5OJI77</lei>
        <title>Venezuela Government International Bond</title>
        <cusip>922646BL7</cusip>
        <identifiers>
          <isin value="US922646BL74"/>
          <other otherDesc="Sedol" value="7748819"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15750.00000000</valUSD>
        <pctVal>0.003681690315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Mill City Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Mill City Mortgage Loan Trust 2019-1</title>
        <cusip>59981AAH9</cusip>
        <identifiers>
          <isin value="US59981AAH95"/>
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        <balance>354347.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>383716.88000000</valUSD>
        <pctVal>0.089696934657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</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>
        <name>OUTFRONT MEDIA CAP LLC/C</name>
        <lei>N/A</lei>
        <title>Outfront Media Capital LLC / Outfront Media Capital Corp</title>
        <cusip>69007TAD6</cusip>
        <identifiers>
          <isin value="US69007TAD63"/>
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        <balance>445000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463912.50000000</valUSD>
        <pctVal>0.108443311640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEST STREET MERGER SUB</name>
        <lei>N/A</lei>
        <title>West Street Merger Sub Inc</title>
        <cusip>95616AAA1</cusip>
        <identifiers>
          <isin value="US95616AAA16"/>
          <other otherDesc="SEDOL" value="BF5KF82"/>
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        <balance>590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>606785.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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      <invstOrSec>
        <name>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BL3395938"/>
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        <balance>95000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>93080.05000000</valUSD>
        <pctVal>0.021758217055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STATE OF QATAR</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>Qatar Government International Bond</title>
        <cusip>74727PBE0</cusip>
        <identifiers>
          <isin value="US74727PBE07"/>
          <other otherDesc="SEDOL" value="BL96P22"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350438.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF KENYA</name>
        <lei>549300VVURQQYU45PR87</lei>
        <title>Kenya Government International Bond</title>
        <cusip>491798AK0</cusip>
        <identifiers>
          <isin value="US491798AK03"/>
          <other otherDesc="SEDOL" value="BK5XMZ2"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415274.85000000</valUSD>
        <pctVal>0.097073866246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS L</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM Midstream Partners LP</title>
        <cusip>26885BAH3</cusip>
        <identifiers>
          <isin value="US26885BAH33"/>
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        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153300.00000000</valUSD>
        <pctVal>0.035835119067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>
        <name>Carvana Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Carvana Auto Receivables Trust 2019-3</title>
        <cusip>14686XAF6</cusip>
        <identifiers>
          <isin value="US14686XAF69"/>
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        <name>Pembina Pipeline Corp</name>
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        <name>REPUBLIC OF PANAMA</name>
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        <name>United Auto Credit Securitizat</name>
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        <name>New Residential Mortgage Loan</name>
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        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>Verus Securitization Trust</name>
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        <name>REPUBLIC OF COLOMBIA</name>
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        <title>Colombia Government International Bond</title>
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        <title>Clarios Global LP</title>
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        <name>VIASAT INC</name>
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        <title>ViaSat Inc</title>
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        <name>TEXAS COMPETITIVE/TCEH</name>
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        <name>TRI POINTE GROUP / HOMES</name>
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        <name>TORONTO-DOMINION BANK</name>
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        <title>Toronto-Dominion Bank/The</title>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIONS INC</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc</title>
        <cusip>620076BL2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Tower Corp</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
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          <isin value="US03027X1000"/>
          <ticker value="AMT"/>
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        <balance>89125.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22205493.75000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CLEAR CHANNEL WORLDWIDE</name>
        <lei>N/A</lei>
        <title>Clear Channel Worldwide Holdings Inc</title>
        <cusip>18451QAP3</cusip>
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          <isin value="US18451QAP37"/>
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        <curCd>USD</curCd>
        <valUSD>64680.00000000</valUSD>
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      <invstOrSec>
        <name>Frontera Energy Corp</name>
        <lei>A25574TZFLBNK7NWQT47</lei>
        <title>Frontera Energy Corp</title>
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          <isin value="CA35905B1076"/>
          <ticker value="FECCF"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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      <invstOrSec>
        <name>AFFINITY GAMING LLC</name>
        <lei>N/A</lei>
        <title>Affinity Gaming</title>
        <cusip>00829UAB8</cusip>
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          <isin value="US00829UAB89"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
        <lei>N/A</lei>
        <title>Level 3 Financing Inc</title>
        <cusip>527298BR3</cusip>
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          <isin value="US527298BR35"/>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>190411.25000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Kinder Morgan Inc</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan Inc</title>
        <cusip>49456B101</cusip>
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          <isin value="US49456B1017"/>
          <ticker value="KMI"/>
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        <balance>336004.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SALES TAX SECURITIZATION CORP</name>
        <lei>N/A</lei>
        <title>Sales Tax Securitization Corp</title>
        <cusip>79467BDK8</cusip>
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          <isin value="US79467BDK89"/>
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        <balance>85000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>88149.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AZEK CO LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-05</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Foundation Finance Trust</name>
        <lei>5493002KPTN6JUQ40J20</lei>
        <title>Foundation Finance Trust 2019-1</title>
        <cusip>35041JAA3</cusip>
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          <isin value="US35041JAA34"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2034-11-15</maturityDt>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA/France</title>
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          <isin value="US67054KAA79"/>
          <other otherDesc="SEDOL" value="BZ8G2W0"/>
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        <balance>315000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FIRSTCASH INC</name>
        <lei>549300V2X3UU7K0DG350</lei>
        <title>FirstCash Inc</title>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX Trust 2019-OC11</name>
        <lei>N/A</lei>
        <title>BX Trust 2019-OC11</title>
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          <isin value="US05606FAL76"/>
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        <balance>660000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2041-12-09</maturityDt>
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        <name>PNC FINANCIAL SERVICES</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
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          <maturityDt>N/A</maturityDt>
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        <name>KEYCORP</name>
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        <title>KeyCorp</title>
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        <name>DP WORLD PLC</name>
        <lei>549300M3U2DNF4QVSS04</lei>
        <title>DP World PLC</title>
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        <invCountry>AE</invCountry>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2015-SFR1</title>
        <cusip>02666AAA6</cusip>
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          <isin value="US02666AAA60"/>
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        <balance>162501.11000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <annualizedRt>3.46700000</annualizedRt>
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      <invstOrSec>
        <name>Fortis Inc/Canada</name>
        <lei>549300MQYQ9Y065XPR71</lei>
        <title>Fortis Inc/Canada</title>
        <cusip>349553107</cusip>
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          <ticker value="FTS"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>APACHE CORP</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>Apache Corp</title>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
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        <name>UNDER ARMOUR INC</name>
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        <title>Under Armour Inc</title>
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      <invstOrSec>
        <name>CARNIVAL CORP</name>
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      <invstOrSec>
        <name>Sydney Airport</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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      <invstOrSec>
        <name>Small Business Lending Trust</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust 2019-A</title>
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          <isin value="US831645AA49"/>
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          <maturityDt>2026-07-15</maturityDt>
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      <invstOrSec>
        <name>UNITI GROUP/CSL CAPITAL</name>
        <lei>N/A</lei>
        <title>Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>Mauser Packaging Solutions Holding Co</name>
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        <name>CAPITAL ONE FINANCIAL CO</name>
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        <name>DT Auto Owner Trust</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <title>Petroleos Mexicanos</title>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Enbridge Inc</name>
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        <name>DOWNSTREAM DEVELOPMENT</name>
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        <name>Orsted A/S</name>
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        <name>SPRINT SPECTRUM / SPEC I</name>
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        <name>CALPINE CORP</name>
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        <name>NORWEGIAN AIR 16-1 A PTT</name>
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        <name>Arbys Funding LLC</name>
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        <name>UNITED MEXICAN STATES</name>
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        <name>BAT CAPITAL CORP</name>
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        <title>BAT Capital Corp</title>
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        <name>New Residential Mortgage Loan</name>
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        <name>PETROBRAS GLOBAL FINANCE</name>
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        <name>CONCHO RESOURCES INC</name>
        <lei>SYHS7HRDXLL4I0IQ8776</lei>
        <title>Concho Resources Inc</title>
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        <name>KINDER MORGAN ENER PART</name>
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        <name>DELL INT LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
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      <invstOrSec>
        <name>Ameren Corp</name>
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      <invstOrSec>
        <name>JEFFERIES GRP LLC / CAP</name>
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        <name>Iberdrola SA</name>
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        <name>Deephaven Residential Mortgage</name>
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        <title>CSC Holdings LLC</title>
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        <name>XEROX HOLDINGS CORP</name>
        <lei>5493000Y33XDVO2CXC18</lei>
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        <name>OCCIDENTAL PETROLEUM COR</name>
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        <title>Occidental Petroleum Corp</title>
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        <name>NORTHWEST FIBER LLC</name>
        <lei>254900LE3FBC16P2QY79</lei>
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        <name>EDP - Energias de Portugal SA</name>
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        <name>Preston Ridge Partners Mortgag</name>
        <lei>N/A</lei>
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        <name>COLT MERGER SUB INC</name>
        <lei>N/A</lei>
        <title>Colt Merger Sub Inc</title>
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          <isin value="US12770RAA14"/>
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          <maturityDt>2025-07-01</maturityDt>
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        <name>MEX BONOS DESARR FIX RT</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexican Bonos</title>
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          <isin value="MX0MGO0000Q0"/>
          <other otherDesc="SEDOL" value="B4NDCC9"/>
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        <name>NEIMAN MARCUS GROUP LTD LLC</name>
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        <title>Neiman Marcus Group Ltd LLC</title>
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          <isin value="US64021SAD18"/>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government International Bond</title>
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          <isin value="US836205AX27"/>
          <other otherDesc="SEDOL" value="BD35XR0"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
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        <name>Emera Inc</name>
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        <title>Emera Inc</title>
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          <ticker value="EMA"/>
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        <invCountry>CA</invCountry>
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        <name>Prestige Auto Receivables Trus</name>
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        <title>Prestige Auto Receivables Trust 2017-1</title>
        <cusip>74113YAE4</cusip>
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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
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        <name>SURGERY CENTER HOLDINGS</name>
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        <title>Surgery Center Holdings Inc</title>
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        <name>RCO Mortgage LLC</name>
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        <name>CITADEL LP</name>
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        <name>COMMSCOPE INC</name>
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        <title>CommScope Inc</title>
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        <name>Veros Auto Receivables Trust</name>
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        <name>NMI HOLDINGS</name>
        <lei>529900KNNGFXJX1C3Z08</lei>
        <title>NMI Holdings Inc</title>
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        <name>EVERI PAYMENTS INC</name>
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        <name>FIELDWOOD ENERGY LLC</name>
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      <invstOrSec>
        <name>LIFEPOINT HEALTH INC</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
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      <invstOrSec>
        <name>UPC FINANCING PARTNERSHIP</name>
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        <title>UPC Financing Partnership</title>
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          <other otherDesc="INTERNAL" value="BL3430602"/>
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          <maturityDt>2029-01-31</maturityDt>
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      <invstOrSec>
        <name>American Water Works Co Inc</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>American Water Works Co Inc</title>
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          <isin value="US0304201033"/>
          <ticker value="AWK"/>
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        <name>ACCELERATED HEALTH SYSTE</name>
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        <name>ARAB REPUBLIC OF EGYPT</name>
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        <title>Egypt Government International Bond</title>
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          <isin value="US038461AM14"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>LESLIE'S POOLMART</name>
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        <title>Leslie's Poolmart Inc</title>
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        <name>GLP CAPITAL LP / FIN II</name>
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        <name>REPUBLIC OF TURKEY</name>
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        <title>Navient Corp</title>
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        <name>New Residential Mortgage Loan</name>
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        <name>ENDO DAC/FIN LLC/FINCO</name>
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        <name>JUNIPER NETWORKS INC</name>
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        <title>Juniper Networks Inc</title>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
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          <other otherDesc="SEDOL" value="BYSRZ05"/>
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        <invCountry>UA</invCountry>
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        <name>VOYA FINANCIAL INC</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>Voya Financial Inc</title>
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        <name>Towd Point Mortgage Trust</name>
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        <name>Progress Residential Trust</name>
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        <name>TEVA PHARMACEUTICALS NE</name>
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        <name>RCKT Mortgage Trust 2020-1</name>
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        <name>Residential Mortgage Loan Trus</name>
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      <invstOrSec>
        <name>Colony American Finance Ltd</name>
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        <name>American Electric Power Co Inc</name>
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        <title>American Electric Power Co Inc</title>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>SERVICE PROPERTIES TRUST</name>
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        <title>Service Properties Trust</title>
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        <name>National Grid PLC</name>
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        <name>SKOPOS AUTO RECEIVABLES TRUST</name>
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        <title>Skopos Auto Receivables Trust 2019-1</title>
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        <name>ARISTOCRAT INTERNATIONAL PT</name>
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        <invCountry>AU</invCountry>
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        <name>Atmos Energy Corp</name>
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        <name>LIVE NATION ENTERTAINMEN</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment Inc</title>
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        <name>AERCAP IRELAND CAP/GLOBA</name>
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        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
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        <curCd>USD</curCd>
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        <invCountry>IE</invCountry>
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      <invstOrSec>
        <name>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp</title>
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          <isin value="US89832QAF63"/>
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        <balance>565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>620087.50000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>N/A</maturityDt>
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          <annualizedRt>5.10000000</annualizedRt>
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      <invstOrSec>
        <name>QVC INC</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC Inc</title>
        <cusip>747262AY9</cusip>
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          <isin value="US747262AY90"/>
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          <maturityDt>2027-02-15</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
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        <title>Colombia Government International Bond</title>
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          <isin value="US195325DT91"/>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>485712.50000000</valUSD>
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        <invCountry>CO</invCountry>
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          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERTIV GROUP CORP</name>
        <lei>549300ZT8RQ5VK10E643</lei>
        <title>Vertiv Group Corp</title>
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          <isin value="US92537EAB48"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2027-03-02</maturityDt>
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      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER I</name>
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        <title>Stanley Black &amp; Decker Inc</title>
        <cusip>854502AM3</cusip>
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          <isin value="US854502AM31"/>
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        <balance>552500.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2060-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>Cheniere Energy Partners LP</title>
        <cusip>16411QAG6</cusip>
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          <isin value="US16411QAG64"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353453.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIONS INC</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc</title>
        <cusip>620076BN8</cusip>
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          <isin value="US620076BN89"/>
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        <balance>260000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>304894.59000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RYAN SPECIALTY GROUP</name>
        <lei>549300K52N7QBO3PYY45</lei>
        <title>Ryan Specialty Group LLC</title>
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        <curCd>USD</curCd>
        <valUSD>64715.95000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-07-23</maturityDt>
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      <invstOrSec>
        <name>CPI ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>CPI Acquisition Inc</title>
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        <curCd>USD</curCd>
        <valUSD>244354.48000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>PHOENIX GUARANTOR INC</name>
        <lei>N/A</lei>
        <title>Phoenix Guarantor Inc</title>
        <cusip>71913BAB8</cusip>
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        <balance>309223.05760000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-03-05</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF TURKEY</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>Turkey Government International Bond</title>
        <cusip>900123CY4</cusip>
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          <isin value="US900123CY43"/>
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        <balance>820000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>738672.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>DIAMOND SPORTS GR/DIAMON</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co</title>
        <cusip>25277LAA4</cusip>
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          <isin value="US25277LAA44"/>
          <other otherDesc="SEDOL" value="BKKGCH8"/>
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        <balance>290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>226200.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SCIENTIFIC GAMES INTERNA</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International Inc</title>
        <cusip>80874YBC3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>ADVANZ PHARMA CORP LTD</name>
        <lei>549300WZSXRSISJ4VI31</lei>
        <title>Advanz Pharma Corp Ltd</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

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        <name>CF Hippolyta Issuer LLC</name>
        <lei>N/A</lei>
        <title>CF Hippolyta LLC</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2060-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ICAHN ENTERPRISES/FIN</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises LP / Icahn Enterprises Finance Corp</title>
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          <isin value="US451102BT32"/>
          <other otherDesc="SEDOL" value="BJ11SH7"/>
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        <balance>465000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>496387.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYS</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/Community Health Systems Inc</title>
        <cusip>12543DBF6</cusip>
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          <isin value="US12543DBF69"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>311100.00000000</valUSD>
        <pctVal>0.072722149653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>REPUBLIC OF INDONESIA</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
        <cusip>455780CT1</cusip>
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          <isin value="US455780CT15"/>
          <other otherDesc="SEDOL" value="BKPS8B5"/>
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        <balance>885000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1044335.40000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
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          <maturityDt>2050-10-15</maturityDt>
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      <invstOrSec>
        <name>AMERICAN GREETINGS CORP</name>
        <lei>549300WMJOT8C9DNMF90</lei>
        <title>American Greetings Corp</title>
        <cusip>02639DAL0</cusip>
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          <isin value="US02639DAL01"/>
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        <balance>221153.62950000</balance>
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        <curCd>USD</curCd>
        <valUSD>212860.37000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc</title>
        <cusip>25746U109</cusip>
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          <isin value="US25746U1097"/>
          <ticker value="D"/>
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        <balance>194935.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>NEIMAN MARCUS GRP LTD LL</name>
        <lei>N/A</lei>
        <title>Neiman Marcus Group LTD LLC / Neiman Marcus Group LLC / Mariposa Borrower / NMG</title>
        <cusip>64021VAA0</cusip>
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          <isin value="US64021VAA08"/>
          <other otherDesc="SEDOL" value="BK9M3X0"/>
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        <balance>224000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12320.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-10-25</maturityDt>
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          <annualizedRt>8.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAC3</cusip>
        <identifiers>
          <isin value="US80413TAC36"/>
          <other otherDesc="SEDOL" value="BYQ6M92"/>
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        <balance>640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>773696.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
        <lei>N/A</lei>
        <title>OBX 2019-EXP3 Trust</title>
        <cusip>67113AAP5</cusip>
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          <isin value="US67113AAP57"/>
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        <balance>135104.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>138448.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
        <title>Kaiser Aluminum Corp</title>
        <cusip>483007AK6</cusip>
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          <isin value="US483007AK64"/>
          <other otherDesc="SEDOL" value="BMVSG86"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42276.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA Inc</title>
        <cusip>404121AJ4</cusip>
        <identifiers>
          <isin value="US404121AJ49"/>
          <other otherDesc="SEDOL" value="BDDMN93"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>398420.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEAR CORP</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>Lear Corp</title>
        <cusip>521865AY1</cusip>
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          <isin value="US521865AY17"/>
          <other otherDesc="SEDOL" value="BF6Q3F2"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>588867.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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      <invstOrSec>
        <name>ALASKA AIRLINES 2020 TR</name>
        <lei>N/A</lei>
        <title>Alaska Airlines 2020-1 Class A Pass Through Trust</title>
        <cusip>01166VAA7</cusip>
        <identifiers>
          <isin value="US01166VAA70"/>
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        <balance>580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>605959.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-08-15</maturityDt>
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          <annualizedRt>4.80000000</annualizedRt>
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      <invstOrSec>
        <name>FED REPUBLIC OF BRAZIL</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazilian Government International Bond</title>
        <cusip>105756CC2</cusip>
        <identifiers>
          <isin value="US105756CC23"/>
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        <balance>555000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>569158.05000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MILK SPECIALTIES CO</name>
        <lei>5493000QDYDYJEI8F305</lei>
        <title>Milk Specialties Co</title>
        <cusip>00214VAD5</cusip>
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          <isin value="US00214VAD55"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
        <lei>N/A</lei>
        <title>Level 3 Financing Inc</title>
        <cusip>527298BS1</cusip>
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          <isin value="US527298BS18"/>
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        <balance>510000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Ajax Mortgage Loan Trust 2018-C</title>
        <cusip>00969GAA1</cusip>
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          <isin value="US00969GAA13"/>
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        <balance>659670.71000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DTE Energy Co</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co</title>
        <cusip>233331107</cusip>
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          <isin value="US2333311072"/>
          <ticker value="DTE"/>
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        <balance>40860.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4848856.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prosper Marketplace Issuance T</name>
        <lei>54930091UL0OQ4F85R54</lei>
        <title>Prosper Marketplace Issuance Trust Series 2018-2</title>
        <cusip>74360PAC7</cusip>
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          <isin value="US74360PAC77"/>
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        <balance>105197.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>105351.84000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.96000000</annualizedRt>
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      <invstOrSec>
        <name>PLAINS ALL AMER PIPELINE</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline LP / PAA Finance Corp</title>
        <cusip>72650RBN1</cusip>
        <identifiers>
          <isin value="US72650RBN17"/>
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        <balance>565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>568251.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond</title>
        <cusip>195325DR3</cusip>
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        <curCd>USD</curCd>
        <valUSD>256250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2030-01-30</maturityDt>
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      <invstOrSec>
        <name>VCAT Asset Securitization, LLC</name>
        <lei>N/A</lei>
        <title>VCAT 2020-NPL1 LLC</title>
        <cusip>91822XAA0</cusip>
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          <isin value="US91822XAA00"/>
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        <balance>480000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>479993.28000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2050-08-25</maturityDt>
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      <invstOrSec>
        <name>EQUATE PETROCHEMICAL BV</name>
        <lei>635400Y3Z5R4NJSMQ630</lei>
        <title>Equate Petrochemical BV</title>
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          <isin value="US29441WAC91"/>
          <other otherDesc="SEDOL" value="BYMS5S2"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

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      <invstOrSec>
        <name>CROWNROCK LP/CROWNROCK F</name>
        <lei>N/A</lei>
        <title>CrownRock LP / CrownRock Finance Inc</title>
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          <isin value="US228701AF51"/>
          <other otherDesc="SEDOL" value="BF032G3"/>
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        <balance>405000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400950.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MGM GROWTH/MGM FINANCE</name>
        <lei>N/A</lei>
        <title>MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc</title>
        <cusip>55303XAJ4</cusip>
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          <isin value="US55303XAJ46"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>337406.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>Arroyo Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Arroyo Mortgage Trust 2019-2</title>
        <cusip>042858AA8</cusip>
        <identifiers>
          <isin value="US042858AA86"/>
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        <balance>334267.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>342345.77000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.34700000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TEVA PHARMACEUTICALS NE</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
        <cusip>88167AAM3</cusip>
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          <isin value="US88167AAM36"/>
          <other otherDesc="SEDOL" value="BKRL9S6"/>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>508638.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACRISURE LLC / FIN INC</name>
        <lei>N/A</lei>
        <title>Acrisure LLC / Acrisure Finance Inc</title>
        <cusip>00489LAC7</cusip>
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          <isin value="US00489LAC72"/>
          <other otherDesc="SEDOL" value="BGLSV89"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>116050.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
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      <invstOrSec>
        <name>Atlantia SpA</name>
        <lei>8156008DEC771409C487</lei>
        <title>Atlantia SpA</title>
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          <isin value="IT0003506190"/>
          <ticker value="ATL"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>H-FOOD HOLDINGS LLC</name>
        <lei>549300JY2LK0EQ95YT44</lei>
        <title>H-Food Holdings LLC</title>
        <cusip>40422KAB7</cusip>
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          <isin value="US40422KAB70"/>
          <other otherDesc="INTERNAL" value="BL2692384"/>
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        <balance>512250.20030000</balance>
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        <curCd>USD</curCd>
        <valUSD>497523.01000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXPEDIA GROUP INC</name>
        <lei>N/A</lei>
        <title>Expedia Group Inc</title>
        <cusip>30212PAS4</cusip>
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          <isin value="US30212PAS48"/>
          <other otherDesc="Sedol" value="BLD49V9"/>
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        <balance>430000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>472350.74000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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      <invstOrSec>
        <name>Blackhawk Network Holdings Inc</name>
        <lei>549300LFU3K8UIR03132</lei>
        <title>Blackhawk Network Holdings Inc</title>
        <cusip>09238FAK7</cusip>
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          <isin value="US09238FAK75"/>
          <other otherDesc="INTERNAL" value="BL2688291"/>
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        <balance>248008.89160000</balance>
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        <curCd>USD</curCd>
        <valUSD>233527.65000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VIRGIN MEDIA FINANCE PLC</name>
        <lei>2138001LVYC87DDHT482</lei>
        <title>Virgin Media Finance PLC</title>
        <cusip>92769VAJ8</cusip>
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        <curCd>USD</curCd>
        <valUSD>308910.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>03846JX62</cusip>
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          <isin value="US03846JX626"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>Univision Communications Inc</title>
        <cusip>914906AU6</cusip>
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          <isin value="US914906AU68"/>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125625.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2015-A</title>
        <cusip>17323MAA3</cusip>
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          <isin value="US17323MAA36"/>
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        <balance>24234.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24808.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2058-06-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HEALTHCARE TRUST OF AMER</name>
        <lei>549300IYGAS4GE6VDL07</lei>
        <title>Healthcare Trust of America Holdings LP</title>
        <cusip>42225UAG9</cusip>
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          <isin value="US42225UAG94"/>
          <other otherDesc="SEDOL" value="BK5W8R3"/>
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        <balance>440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>464507.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELESAT CANADA/TELESAT L</name>
        <lei>N/A</lei>
        <title>Telesat Canada / Telesat LLC</title>
        <cusip>87952VAM8</cusip>
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          <other otherDesc="SEDOL" value="BKDN9P3"/>
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        <curCd>USD</curCd>
        <valUSD>955296.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <name>Veros Auto Receivables Trust</name>
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        <name>BOEING CO</name>
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      <invstOrSec>
        <name>PERTAMINA PERSERO PT</name>
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      <invstOrSec>
        <name>SELECT MEDICAL CORP</name>
        <lei>N/A</lei>
        <title>Select Medical Corp</title>
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        <name>Sequoia Mortgage Trust</name>
        <lei>549300EU86QZR1NB5U93</lei>
        <title>Sequoia Mortgage Trust 2013-8</title>
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        <name>Viant Medical Holdings Inc</name>
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        <title>Viant Medical Holdings Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-07-02</maturityDt>
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      <invstOrSec>
        <name>Mariner Finance Issuance Trust</name>
        <lei>N/A</lei>
        <title>Mariner Finance Issuance Trust 2020-A</title>
        <cusip>56848MAA7</cusip>
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          <isin value="US56848MAA71"/>
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        <balance>595000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>596690.63000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</annualizedRt>
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      <invstOrSec>
        <name>Business Jet Securities, LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities 2019-1 LLC</title>
        <cusip>12326QAA2</cusip>
        <identifiers>
          <isin value="US12326QAA22"/>
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        <balance>293267.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>294029.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TECK RESOURCES LIMITED</name>
        <lei>T8KI5SQ2JRWHL7XY0E11</lei>
        <title>Teck Resources Ltd</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <name>BRIGHTSPHERE INVESTMENT</name>
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        <title>Brightsphere Investment Group Inc</title>
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        <invCountry>US</invCountry>
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        <name>REYNOLDS GRP ISS/REYNOLD</name>
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          <other otherDesc="SEDOL" value="BYMC9T3"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264ABJ3</cusip>
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        <name>CHENIERE ENERGY PARTNERS</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>Cheniere Energy Partners LP</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <annualizedRt>5.62500000</annualizedRt>
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        <name>REPUBLIC OF ARGENTINA</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentine Republic Government International Bond</title>
        <cusip>040114HQ6</cusip>
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          <isin value="US040114HQ69"/>
          <other otherDesc="SEDOL" value="BYZPWF6"/>
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        <balance>1945000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-6</title>
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        <balance>480000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2057-10-25</maturityDt>
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        <name>Regional Management Issuance T</name>
        <lei>54930056HUXF46SHBY72</lei>
        <title>Regional Management Issuance Trust 2018-2</title>
        <cusip>75907RAA4</cusip>
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          <isin value="US75907RAA41"/>
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        <balance>295000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.56000000</annualizedRt>
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      <invstOrSec>
        <name>KRATON POLYMERS LLC/CAP</name>
        <lei>N/A</lei>
        <title>Kraton Polymers LLC / Kraton Polymers Capital Corp</title>
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      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
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      <invstOrSec>
        <name>CMS Energy Corp</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <name>RSA SECURITY LLC</name>
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      <invstOrSec>
        <name>JAGUAR HL / PPDI</name>
        <lei>N/A</lei>
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        <cusip>47010LAA0</cusip>
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          <isin value="US47010LAA08"/>
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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 2019-4</title>
        <cusip>30167GAE0</cusip>
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          <isin value="US30167GAE08"/>
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        <curCd>USD</curCd>
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          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
        <cusip>126307BB2</cusip>
        <identifiers>
          <isin value="US126307BB25"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>311400.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLIED UNIVERSAL</name>
        <lei>N/A</lei>
        <title>Allied Universal Holdco LLC / Allied Universal Finance Corp</title>
        <cusip>019576AA5</cusip>
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          <isin value="US019576AA51"/>
          <other otherDesc="SEDOL" value="BJYCQ73"/>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>654225.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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      <invstOrSec>
        <name>FED REPUBLIC OF BRAZIL</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazilian Government International Bond</title>
        <cusip>105756CB4</cusip>
        <identifiers>
          <isin value="US105756CB40"/>
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        <balance>565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>566412.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-14</maturityDt>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd</title>
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        <issuerCat>CORP</issuerCat>
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        <name>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
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      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co</title>
        <cusip>345370CW8</cusip>
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          <isin value="US345370CW84"/>
          <other otherDesc="Sedol" value="BK953L7"/>
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        <name>COSTAR GROUP INC</name>
        <lei>N/A</lei>
        <title>CoStar Group Inc</title>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust</title>
        <cusip>25272XAA3</cusip>
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          <maturityDt>2029-10-22</maturityDt>
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        <name>DPL INC</name>
        <lei>N/A</lei>
        <title>DPL Inc</title>
        <cusip>233293AQ2</cusip>
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          <isin value="US233293AQ29"/>
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        <balance>430000.00000000</balance>
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        <name>ESKOM HOLDINGS SOC LTD</name>
        <lei>3789001900ED06F65111</lei>
        <title>Eskom Holdings SOC Ltd</title>
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        <invCountry>ZA</invCountry>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
        <cusip>87165BAM5</cusip>
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          <isin value="US87165BAM54"/>
          <other otherDesc="SEDOL" value="BD2BV19"/>
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        <balance>560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>590153.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exeter Automobile Receivables</name>
        <lei>549300KR7NUJOX0UJ040</lei>
        <title>Exeter Automobile Receivables Trust 2019-1</title>
        <cusip>30167DAD9</cusip>
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      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>MPT OPER PARTNERSP/FINL</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>LADDER CAP FIN LLLP/CORP</name>
        <lei>N/A</lei>
        <title>Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp</title>
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          <isin value="US505742AM88"/>
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        <balance>320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>293600.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CENTURYLINK INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CenturyLink Inc</title>
        <cusip>15669GAH7</cusip>
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          <isin value="US15669GAH74"/>
          <other otherDesc="INTERNAL" value="BL3288513"/>
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        <balance>174050.18800000</balance>
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        <curCd>USD</curCd>
        <valUSD>167921.88000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40560000</annualizedRt>
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      <invstOrSec>
        <name>BAUSCH HEALTH AMERICAS</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>Bausch Health Americas Inc</title>
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          <isin value="US91911XAV64"/>
          <other otherDesc="SEDOL" value="BG487H7"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99785.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25000000</annualizedRt>
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      <invstOrSec>
        <name>BANCO DE BOGOTA SA</name>
        <lei>549300LYHE7LWSKDZT53</lei>
        <title>Banco de Bogota SA</title>
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          <isin value="US059514AC35"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>485055.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
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      <invstOrSec>
        <name>CINCINNATI BELL INC</name>
        <lei>549300JYVZOCUJOHL272</lei>
        <title>Cincinnati Bell Inc</title>
        <cusip>171871AP1</cusip>
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          <isin value="US171871AP14"/>
          <other otherDesc="SEDOL" value="BD8YXH2"/>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>485862.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HERBALIFE/HLF FINANCING</name>
        <lei>N/A</lei>
        <title>Herbalife Nutrition Ltd / HLF Financing Inc</title>
        <cusip>42704MAA0</cusip>
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          <isin value="US42704MAA09"/>
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        <balance>680000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>749700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GARDA WORLD SECURITY</name>
        <lei>N/A</lei>
        <title>Garda World Security Corp</title>
        <cusip>36485MAK5</cusip>
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          <isin value="US36485MAK53"/>
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        <balance>320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>328800.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>NORTHWEST FIBER LLC/NORT</name>
        <lei>N/A</lei>
        <title>Northwest Fiber LLC / Northwest Fiber Finance Sub Inc</title>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>244200.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
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      <invstOrSec>
        <name>SCHWEITZER-MAUDUIT INTL</name>
        <lei>549300Z1FU4IDULG1R21</lei>
        <title>Schweitzer-Mauduit International Inc</title>
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          <isin value="US808541AA42"/>
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        <balance>505000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>542875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
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          <annualizedRt>6.87500000</annualizedRt>
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      <invstOrSec>
        <name>DIAMOND BC BV</name>
        <lei>549300SWLHWJF3D4N658</lei>
        <title>Diamond BC BV</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BL3391986"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127725.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

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      <invstOrSec>
        <name>Exeter Automobile Receivables</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust 2019-2</title>
        <cusip>30167LAE9</cusip>
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        <balance>345000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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      <invstOrSec>
        <name>TRICO GROUP LLC</name>
        <lei>N/A</lei>
        <title>Trico Group LLC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BL3415694"/>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>181300.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Capital Auto Receivables Asset</name>
        <lei>N/A</lei>
        <title>Capital Auto Receivables Asset Trust 2017-1</title>
        <cusip>13975WAG8</cusip>
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        <balance>380000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
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          <annualizedRt>3.15000000</annualizedRt>
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      <invstOrSec>
        <name>KIK CUSTOM PRODUCTS INC</name>
        <lei>54930093YQIEW0FV8L89</lei>
        <title>KIK Custom Products Inc</title>
        <cusip>49387TAR7</cusip>
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          <other otherDesc="INTERNAL" value="BL2642603"/>
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        <balance>362847.03910000</balance>
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        <curCd>USD</curCd>
        <valUSD>359218.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXPEDIA GROUP INC</name>
        <lei>N/A</lei>
        <title>Expedia Group Inc</title>
        <cusip>30212PAU9</cusip>
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          <other otherDesc="Sedol" value="BLD49Y2"/>
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        <balance>45000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>Towd Point Mortgage Trust</name>
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        <name>AVIATION CAPITAL GROUP</name>
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        <name>IHS NETHERLANDS HOLDCO</name>
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        <name>NextEra Energy Inc</name>
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        <name>Avid Automobile Receivables Tr</name>
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        <name>GLS Auto Receivables Trust</name>
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        <name>ZIONS BANCORP NA</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
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        <title>GFL Environmental Inc</title>
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        <name>UKRAINE GOVERNMENT</name>
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        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>Bombardier Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <name>Towd Point Mortgage Trust</name>
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        <name>BOEING CO</name>
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        <title>Boeing Co/The</title>
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      <invstOrSec>
        <name>ALBERTSONS COS/SAFEWAY</name>
        <lei>N/A</lei>
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          <isin value="US013092AC57"/>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM TRU</name>
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          <isin value="US83405AAA25"/>
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        <name>Edison International</name>
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        <name>ROYALTY PHARMA PLC</name>
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        <title>Kraft Heinz Foods Co</title>
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      <invstOrSec>
        <name>New Residential Mortgage Loan</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage Loan Trust 2016-4</title>
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      <invstOrSec>
        <name>VSE VOI Mortgage LLC</name>
        <lei>N/A</lei>
        <title>VSE 2016-A VOI Mortgage LLC</title>
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        <name>DISH DBS CORP</name>
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        <name>SPRINT SPECTRUM / SPEC I</name>
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        <name>MARRIOTT OWNERSHIP RESOR</name>
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        <title>Marriott Ownership Resorts Inc</title>
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        <name>WEEKLEY HOMES LLC/ FINAN</name>
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        <name>Aqua Finance Trust</name>
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        <name>CHG HEALTHCARE SERVICES INC</name>
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        <title>CHG Healthcare Services Inc</title>
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        <title>iStar Inc</title>
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        <name>INTELSAT JACKSON HLDG</name>
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        <name>Ferrovial SA</name>
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        <title>Ferrovial SA</title>
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        <name>ENDO DAC/FIN LLC/FINCO</name>
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        <name>Tricolor Auto Securitization T</name>
        <lei>N/A</lei>
        <title>Tricolor Auto Securitization Trust 2018-2</title>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUN</name>
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      <invstOrSec>
        <name>COOPER-STANDARD AUTOMOTIVE</name>
        <lei>ITCH5B3Q4RTX2PH9UN62</lei>
        <title>Cooper-Standard Automotive Inc</title>
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        <name>AMERICAN AXLE &amp; MFG INC</name>
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        <name>Residential Mortgage Loan Trus</name>
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        <name>FERL PRT LP/FERL PRT FIN</name>
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        <title>Ferrellgas Partners LP / Ferrellgas Partners Finance Corp</title>
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        <name>ONEMAIN FINANCE CORP</name>
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        <title>OneMain Finance Corp</title>
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        <name>LINCOLN NATIONAL CORP</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>Lincoln National Corp</title>
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        <name>Pug LLC</name>
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        <name>GMRF Mortgage Acquisition Co.,</name>
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        <name>Atlantic Power 04/11/25</name>
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      <invstOrSec>
        <name>KAZMUNAYGAS NATIONAL CO</name>
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        <curCd>USD</curCd>
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          <maturityDt>2048-10-24</maturityDt>
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      <invstOrSec>
        <name>COMMONBOND STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Commonbond Student Loan Trust 2019-A-GS</title>
        <cusip>20268CAA6</cusip>
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          <isin value="US20268CAA62"/>
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        <balance>323875.00000000</balance>
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      <invstOrSec>
        <name>ACC Trust</name>
        <lei>N/A</lei>
        <title>ACC Trust 2019-1</title>
        <cusip>00085MAB5</cusip>
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          <isin value="US00085MAB54"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2022-10-20</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF SOUTH AFRICA</name>
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          <isin value="US836205AW44"/>
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        <name>ZIONS BANCORP NA</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>Auckland International Airport</name>
        <lei>549300HFZIZDJWB7AK60</lei>
        <title>Auckland International Airport Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="NZAIAE0002S6"/>
          <ticker value="AIA"/>
          <other otherDesc="SEDOL" value="BKX3XG2"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QCB6</cusip>
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          <isin value="US71654QCB68"/>
          <other otherDesc="SEDOL" value="BYWD0M6"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>408400.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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      <invstOrSec>
        <name>Landry's Finance Acquisition Co</name>
        <lei>N/A</lei>
        <title>Landry's Finance Acquisition Co</title>
        <cusip>51509HAC5</cusip>
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          <isin value="US51509HAC51"/>
          <other otherDesc="INTERNAL" value="BL3347293"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28250.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-04</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BLACK KNIGHT INFOSERV LL</name>
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        <title>Black Knight InfoServ LLC</title>
        <cusip>092174AA9</cusip>
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        <balance>395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400063.90000000</valUSD>
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        <name>UNIV OF CALIFORNIA CA REVENUES</name>
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        <title>University of California</title>
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        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135FAQ4</cusip>
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        <balance>580000.00000000</balance>
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        <valUSD>652317.43000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2030-11-15</maturityDt>
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        <name>Cheniere Energy Inc</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>Cheniere Energy Inc</title>
        <cusip>16411R208</cusip>
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          <ticker value="LNG"/>
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        <balance>85840.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>PARSLEY ENERGY LLC/FINAN</name>
        <lei>N/A</lei>
        <title>Parsley Energy LLC / Parsley Finance Corp</title>
        <cusip>701885AJ4</cusip>
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        <balance>345000.00000000</balance>
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        <valUSD>333787.50000000</valUSD>
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          <maturityDt>2028-02-15</maturityDt>
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        <name>IVORY COAST</name>
        <lei>254900ICW11T82O6H590</lei>
        <title>Ivory Coast Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS1632632037"/>
          <other otherDesc="SEDOL" value="BYW6508"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CI</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-15</maturityDt>
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        <name>NATIONAL FUEL GAS CO</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Co</title>
        <cusip>636180BQ3</cusip>
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        <balance>475000.00000000</balance>
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        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain Inc</title>
        <cusip>46284VAF8</cusip>
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        <balance>615000.00000000</balance>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>Xcel Energy Inc</title>
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          <isin value="US98389B1008"/>
          <ticker value="XEL"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>SYNGENTA FINANCE NV</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>Syngenta Finance NV</title>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
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          <isin value="US893647BL01"/>
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        <balance>535000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>522267.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-11-15</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF ANGOLA</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond</title>
        <cusip>035198AB6</cusip>
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          <isin value="US035198AB62"/>
          <other otherDesc="SEDOL" value="BFY6P69"/>
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        <balance>365000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>309839.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
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      <invstOrSec>
        <name>RADIATE HOLDCO / FINANCE</name>
        <lei>N/A</lei>
        <title>Radiate Holdco LLC / Radiate Finance Inc</title>
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          <isin value="US75026JAA88"/>
          <other otherDesc="Sedol" value="BYYHBP6"/>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>475875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICAN AIRLINES INC</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>American Airlines Inc</title>
        <cusip>023771S58</cusip>
        <identifiers>
          <isin value="US023771S586"/>
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        <balance>625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>600162.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.75000000</annualizedRt>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>Service Properties Trust</title>
        <cusip>44106MAY8</cusip>
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          <isin value="US44106MAY84"/>
          <other otherDesc="SEDOL" value="BFZHJZ8"/>
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        <balance>215000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185975.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACRISURE LLC / FIN INC</name>
        <lei>N/A</lei>
        <title>Acrisure LLC / Acrisure Finance Inc</title>
        <cusip>00489LAA1</cusip>
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          <isin value="US00489LAA17"/>
          <other otherDesc="SEDOL" value="BD0G1S3"/>
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        <balance>670000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>680050.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2019-SFR3 Trust</title>
        <cusip>74332WAC7</cusip>
        <identifiers>
          <isin value="US74332WAC73"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>284603.28000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.57100000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United Auto Credit Securitizat</name>
        <lei>N/A</lei>
        <title>United Auto Credit Securitization Trust 2019-1</title>
        <cusip>90945QAE1</cusip>
        <identifiers>
          <isin value="US90945QAE17"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>307876.85000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.29000000</annualizedRt>
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      <invstOrSec>
        <name>Oportun Funding LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding VIII LLC</title>
        <cusip>68376HAA3</cusip>
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          <isin value="US68376HAA32"/>
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        <balance>315000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>317945.22000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.61000000</annualizedRt>
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      <invstOrSec>
        <name>GCAT</name>
        <lei>N/A</lei>
        <title>GCAT 2019-NQM1 LLC</title>
        <cusip>36166PAA6</cusip>
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          <isin value="US36166PAA66"/>
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        <balance>336733.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>340686.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.98500000</annualizedRt>
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        <name>BAIDU INC</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>Baidu Inc</title>
        <cusip>056752AR9</cusip>
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        <balance>600000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

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          <maturityDt>2030-04-07</maturityDt>
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      <invstOrSec>
        <name>MVW Owner Trust</name>
        <lei>N/A</lei>
        <title>MVW 2019-2 LLC</title>
        <cusip>55400DAA9</cusip>
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          <isin value="US55400DAA90"/>
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        <balance>337492.40000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2038-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22000000</annualizedRt>
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      <invstOrSec>
        <name>MEREDITH CORP</name>
        <lei>549300YC8BC386CCTS24</lei>
        <title>Meredith Corp</title>
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          <isin value="US589433AB71"/>
          <other otherDesc="SEDOL" value="BHNGMX0"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>INVERSIONES CMPC SA</name>
        <lei>549300G475ACIABB4385</lei>
        <title>Inversiones CMPC SA</title>
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        <balance>595000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>643343.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
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        <debtSec>
          <maturityDt>2030-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts 2020-1 LLC</title>
        <cusip>96034LAA9</cusip>
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        <balance>343335.82000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2034-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71300000</annualizedRt>
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      <invstOrSec>
        <name>CLARIOS GLOBAL LP/US FIN</name>
        <lei>N/A</lei>
        <title>Clarios Global LP / Clarios US Finance Co</title>
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        <name>Angel Oak Mortgage Trust</name>
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        <name>MCGRAW-HILL GLOBAL ED</name>
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        <name>Drive Auto Receivables Trust</name>
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        <name>CCO HLDGS LLC/CAP CORP</name>
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        <name>EVERI PAYMENTS INC</name>
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        <name>Public Service Enterprise Grou</name>
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        <name>CHOBANI LLC</name>
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        <name>Towd Point Mortgage Trust</name>
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        <name>Arroyo Mortgage Trust</name>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
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        <name>DUN &amp; BRADSTREET CORP</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>ALTICE FRANCE HOLDING SA</name>
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        <title>Altice France Holding SA</title>
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        <name>SINOPEC GRP OVERSEAS DEV</name>
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        <title>Sinopec Group Overseas Development 2017 Ltd</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
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      <invstOrSec>
        <name>SANTANDER HOLDINGS USA</name>
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      <invstOrSec>
        <name>Tricon American Homes</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>OFFICE PPTY INCOME TRST</name>
        <lei>N/A</lei>
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          <isin value="US81618TAC45"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PDT2</cusip>
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          <isin value="US25714PDT21"/>
          <other otherDesc="SEDOL" value="BD85Y27"/>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KINGDOM OF MOROCCO</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>Morocco Government International Bond</title>
        <cusip>617726AG9</cusip>
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          <other otherDesc="SEDOL" value="B8F69J0"/>
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        <balance>295000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FNDG LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding Ltd</title>
        <cusip>05401AAG6</cusip>
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          <isin value="US05401AAG67"/>
          <other otherDesc="Sedol" value="BJV0CQ1"/>
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        <balance>715000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>658459.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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          <maturityDt>2026-05-01</maturityDt>
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      <invstOrSec>
        <name>APPLIED SYSTEMS INC</name>
        <lei>549300NSKGF0SY5SWQ62</lei>
        <title>Applied Systems Inc</title>
        <cusip>03827FAZ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>125705.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-19</maturityDt>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397A86</cusip>
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        <balance>285000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>284546.85000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COOPER-STANDARD AUTOMOTI</name>
        <lei>ITCH5B3Q4RTX2PH9UN62</lei>
        <title>Cooper-Standard Automotive Inc</title>
        <cusip>216762AG9</cusip>
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          <isin value="US216762AG93"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>355100.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>13.00000000</annualizedRt>
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      <invstOrSec>
        <name>Colony American Finance Ltd</name>
        <lei>N/A</lei>
        <title>Corevest American Finance 2019-3 Trust</title>
        <cusip>21872NAJ9</cusip>
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          <isin value="US21872NAJ90"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>403627.04000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OPEN TEXT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Open Text Holdings Inc</title>
        <cusip>683720AA4</cusip>
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          <isin value="US683720AA42"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>466546.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLT MERGER SUB INC</name>
        <lei>N/A</lei>
        <title>Colt Merger Sub Inc</title>
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        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773DB3</cusip>
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          <isin value="US316773DB33"/>
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        <invCountry>US</invCountry>
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          <maturityDt>N/A</maturityDt>
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          <annualizedRt>4.50000000</annualizedRt>
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        <name>ZIGGO BV</name>
        <lei>213800TQASLF9JXH5J59</lei>
        <title>Ziggo BV</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BL3284900"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>GENERAL ELECTRIC CO</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co</title>
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        <valUSD>484873.88000000</valUSD>
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        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp</title>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95175.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Asset Funding, LLC</name>
        <lei>N/A</lei>
        <title>Towd Point HE Trust 2019-HE1</title>
        <cusip>89178AAA4</cusip>
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          <isin value="US89178AAA43"/>
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        <balance>321272.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318943.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE OF ISRAEL</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>Israel Government International Bond</title>
        <cusip>46513JB34</cusip>
        <identifiers>
          <isin value="US46513JB346"/>
          <other otherDesc="SEDOL" value="BM7SRQ5"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>494760.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PAR PHARMACEUTICAL INC</name>
        <lei>549300KK5WR4MGN4YT97</lei>
        <title>Par Pharmaceutical Inc</title>
        <cusip>69888XAA7</cusip>
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          <isin value="US69888XAA72"/>
          <other otherDesc="SEDOL" value="BJQ1Y85"/>
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        <balance>171999.99998200</balance>
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        <curCd>USD</curCd>
        <valUSD>183610.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EPICOR SOFTWARE CORP</name>
        <lei>JGNXVGGGXR4O1L5I7S73</lei>
        <title>Epicor Software Corp</title>
        <cusip>29426NAN4</cusip>
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          <isin value="US29426NAN49"/>
          <other otherDesc="INTERNAL" value="BL3417971"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>334959.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHOBANI LLC/FINANCE CORP</name>
        <lei>N/A</lei>
        <title>Chobani LLC / Chobani Finance Corp Inc</title>
        <cusip>17027NAA0</cusip>
        <identifiers>
          <isin value="US17027NAA00"/>
          <other otherDesc="SEDOL" value="BDHB0X9"/>
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        <balance>665000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>699912.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
        <cusip>89364MBR4</cusip>
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          <isin value="US89364MBR43"/>
          <other otherDesc="INTERNAL" value="BL3292655"/>
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        <balance>110587.80100000</balance>
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        <curCd>USD</curCd>
        <valUSD>104695.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40680000</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>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PEE4</cusip>
        <identifiers>
          <isin value="US25714PEE43"/>
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        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153120.00000000</valUSD>
        <pctVal>0.035793042606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
        <cusip>281020AR8</cusip>
        <identifiers>
          <isin value="US281020AR84"/>
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        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637948.10000000</valUSD>
        <pctVal>0.149125545482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>FRONTIER COMMUNICATIONS</name>
        <lei>549300ZCZ76HYCS0H445</lei>
        <title>Frontier Communications Corp</title>
        <cusip>35906EAJ9</cusip>
        <identifiers>
          <isin value="US35906EAJ91"/>
          <other otherDesc="INTERNAL" value="BL2435180"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226743.75000000</valUSD>
        <pctVal>0.053003191644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lendmark Funding Trust</name>
        <lei>N/A</lei>
        <title>Lendmark Funding Trust 2018-2</title>
        <cusip>52603JAA8</cusip>
        <identifiers>
          <isin value="US52603JAA88"/>
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        <balance>345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348591.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.23000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GREIF INC</name>
        <lei>54930070FVGKR0Z1FI24</lei>
        <title>Greif Inc</title>
        <cusip>397624AH0</cusip>
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          <isin value="US397624AH07"/>
          <other otherDesc="SEDOL" value="BJJQGY7"/>
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        <balance>345000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>367425.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MESQUITE ENERGY INC</name>
        <lei>N/A</lei>
        <title>MESQUITE ENERGY INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="799ESCAK4"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525.00000000</valUSD>
        <pctVal>0.000122723010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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>REPUBLIC OF VENEZUELA</name>
        <lei>529900XM8PJTJK5OJI77</lei>
        <title>Venezuela Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS0217249126"/>
          <other otherDesc="SEDOL" value="B07CTC3"/>
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        <balance>830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58100.00000000</valUSD>
        <pctVal>0.013581346495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.65000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VISTA OUTDOOR INC</name>
        <lei>549300QI2D33ESTJLN81</lei>
        <title>Vista Outdoor Inc</title>
        <cusip>928377AB6</cusip>
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          <isin value="US928377AB61"/>
          <other otherDesc="SEDOL" value="BYVR1L5"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320118.75000000</valUSD>
        <pctVal>0.074830355655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Spire Inc</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>Spire Inc</title>
        <cusip>84857L101</cusip>
        <identifiers>
          <isin value="US84857L1017"/>
          <ticker value="SR"/>
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        <balance>53430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3110160.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ODEBRECHT OIL &amp; FINANCE</name>
        <lei>N/A</lei>
        <title>Odebrecht Oil &amp; Gas Finance Ltd</title>
        <cusip>67576JAB7</cusip>
        <identifiers>
          <isin value="US67576JAB70"/>
          <other otherDesc="Sedol" value="BYX5BW8"/>
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        <balance>25744.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64.36000000</valUSD>
        <pctVal>0.000015044672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CenterPoint Energy Inc</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy Inc</title>
        <cusip>15189T107</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
          <ticker value="CNP"/>
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        <balance>230285.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4621819.95000000</valUSD>
        <pctVal>1.080387920530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TWITTER INC</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter Inc</title>
        <cusip>90184LAG7</cusip>
        <identifiers>
          <isin value="US90184LAG77"/>
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        <balance>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553980.00000000</valUSD>
        <pctVal>0.129497320685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>Prestige Auto Receivables Trus</name>
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        <name>DISCOVER FINANCIAL SVS</name>
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        <name>Homeward Opportunities Fund Tr</name>
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        <name>Upgrade Master Pass-Thru Trust</name>
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      <ncom:dateSigned>2020-10-23</ncom:dateSigned>
      <ncom:nameOfApplicant>Virtus Total Return Fund Inc.</ncom:nameOfApplicant>
      <ncom:signature>Amy Hackett</ncom:signature>
      <ncom:signerName>Amy Hackett</ncom:signerName>
      <ncom:title>Vice President and Assistant Treasurer</ncom:title>
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<DIV
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<DIV
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style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
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style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-top:0.5pt SOLID #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:1.88pt;
text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Municipal Bonds&#8212;0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">California&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">University of California, Series B-A, Taxable<BR>
4.428%, 5/15/48
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$290
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:6.25pt;"></FONT>333
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Idaho&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Idaho Health Facilities Authority Saint Luke&#8217;s Health System Revenue Taxable<BR>
5.020%, 3/1/48
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">355
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">462
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Illinois&#8212;0.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sales Tax Securitization Corp. Series B, Second Lien, Taxable (BAM Insured)<BR>
3.411%, 1/1/43
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">85
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">88
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Texas&#8212;0.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">State of Texas, General Obligation Taxable<BR>
3.211%, 4/1/44
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">110
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">119
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Virginia&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:8pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">City of Bristol, General Obligation Taxable<BR>
4.210%, 1/1/42
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:29.31%;">565
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">593
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;border-top:0.5pt SOLID #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:3.5pt;
padding-top:2.5pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Municipal Bonds<BR>
<FONT
style="text-transform:none;">(Identified Cost $1,405)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;border-top:0.5pt SOLID #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:7.25pt;padding-right:3pt;
padding-top:2.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,595
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Foreign Government Securities&#8212;5.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bolivarian Republic of Venezuela
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">9.375%, 1/13/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">16
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">RegS<BR>
8.250%, 10/13/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(2)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">610
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">43
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">RegS<BR>
7.650%, 4/21/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(2)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">830
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">58
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Dominican Republic
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
6.875%, 1/29/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">255
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">283
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Foreign Government Securities&#8212;<FONT
style="text-transform:none;">continued</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
5.950%, 1/25/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:5.62pt;"></FONT>425
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.62pt;"></FONT>455
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
5.875%, 1/30/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">160
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">153
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Federative Republic of Brazil
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.875%, 6/12/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">555
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">569
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.750%, 1/14/50
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">565
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">566
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kingdom of Morocco 144A<BR>
5.500%, 12/11/42<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">295
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">377
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kingdom of Saudi Arabia
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
3.625%, 3/4/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">1,050
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,164
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
3.250%, 10/22/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">845
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">915
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
4.500%, 10/26/46<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">640
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">774
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Angola 144A<BR>
8.250%, 5/9/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">310
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Argentine<BR>
5.875%, 1/11/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">1,945
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">863
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Colombia
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.000%, 1/30/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">250
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">256
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.125%, 4/15/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">208
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.125%, 5/15/51
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">455
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">486
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Egypt
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
7.600%, 3/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">635
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">666
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
8.500%, 1/31/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">630
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">646
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
8.875%, 5/29/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">208
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Ghana 144A<BR>
8.125%, 3/26/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">745
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">705
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Indonesia
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2.850%, 2/14/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">496
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.200%, 10/15/50
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">885
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,044
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
4.350%, 1/8/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">840
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">965
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="clear:both;">
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:35pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:61pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">1</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Foreign Government Securities&#8212;<FONT
style="text-transform:none;">continued</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Ivory Coast 144A<BR>
6.125%, 6/15/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:5.62pt;"></FONT>280
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.62pt;"></FONT>282
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Kenya 144A<BR>
8.000%, 5/22/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">415
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Nigeria 144A<BR>
7.875%, 2/16/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">610
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">616
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Panama
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.300%, 4/29/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">504
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.870%, 7/23/60
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">445
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">527
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Philippines<BR>
3.700%, 3/1/41
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">390
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">450
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of South Africa
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.850%, 9/27/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">535
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">538
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.650%, 9/27/47
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">390
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">349
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Turkey
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.875%, 10/9/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">280
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">257
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">7.625%, 4/26/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">1,495
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,556
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.250%, 3/13/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">820
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">739
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Republic of Uruguay<BR>
5.100%, 6/18/50
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">572
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Russian Federation
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">RegS<BR>
4.375%, 3/21/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(2)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">800
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">919
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">RegS<BR>
5.250%, 6/23/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(2)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">544
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">State of Israel<BR>
2.750%, 7/3/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">495
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">State of Qatar
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
3.750%, 4/16/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">505
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">588
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
4.400%, 4/16/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:42.25%;">Ukraine
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
7.750%, 9/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">800
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">843
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A<BR>
7.253%, 3/15/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">399
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Foreign Government Securities&#8212;<FONT
style="text-transform:none;">continued</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">United Mexican States
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.500%, 1/31/50
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$1,655
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:4.37pt;"></FONT>1,808
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:7.5pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Series M<BR>
6.500%, 6/9/22
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:5.75pt;padding-right:3.5pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:29.31%;">5,044<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">MXN</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">238
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Foreign Government Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $25,222)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:7.25pt;padding-right:3pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">25,215
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Mortgage-Backed Securities&#8212;8.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Agency&#8212;0.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Federal National Mortgage Association
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Pool #MA3638<BR>
4.000%, 4/1/49
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">747
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">796<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Pool #CA4128<BR>
3.000%, 9/1/49
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">397
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">419<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:10.41pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,215
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;7.7%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ajax Mortgage Loan Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-D, A1 144A<BR>
2.956%, 9/25/65<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">456
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">461<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-C, A 144A<BR>
4.360%, 9/25/65<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">660
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">669<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Homes 4 Rent Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2014-SFR2, C 144A<BR>
4.705%, 10/17/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">1,000
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:10.12pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,086<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2015-SFR1, A 144A<BR>
3.467%, 4/17/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">163
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">174<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2015-SFR2, C 144A<BR>
4.691%, 10/17/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">375<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Angel Oak Mortgage Trust I LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-3, A1 144A<BR>
3.649%, 9/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">252
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">257<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:79pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:88pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">2</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2, A1 144A<BR>
3.628%, 3/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$303
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$310
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Arroyo Mortgage Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-1, A1 144A<BR>
3.763%, 4/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">452
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, A1 144A<BR>
3.805%, 1/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">281
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">289
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2, A1 144A<BR>
3.347%, 4/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">334
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">342
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Banc of America Funding Trust 2005-1, 1A1<BR>
5.500%, 2/25/35
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:13.25pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">8
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:13.25pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">8
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bayview Opportunity Master Fund IVa Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2016-SPL1, B1 144A<BR>
4.250%, 4/28/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">795
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">829
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-SPL5, B1 144A<BR>
4.000%, 6/28/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">485
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">508
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">BX Trust 2019-OC11, D 144A<BR>
4.075%, 12/9/41<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">660
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">628
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CF Hippolyta LLC 2020-1, A1 144A<BR>
1.690%, 7/15/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">465
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">472
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Citigroup Mortgage Loan Trust, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-IMC1, A1 144A<BR>
2.720%, 7/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">346
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">351
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2015-A, A1 144A<BR>
3.500%, 6/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">24
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">25
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CoreVest American Finance Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-3, C 144A<BR>
3.265%, 10/15/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">404
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-2, A 144A<BR>
4.026%, 11/15/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">302
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">326
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Credit Suisse First Boston Mortgage Securities Corp. 2003-AR30, 5A1<BR>
3.641%, 1/25/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">136
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">138
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Deephaven Residential Mortgage Trust 2017-1A, A2 144A<BR>
2.928%, 12/26/46<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:3.75pt;"></FONT>47
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:3.75pt;"></FONT>47
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ellington Financial Mortgage Trust 2019-2, A3 144A<BR>
3.046%, 11/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">189
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">190
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">FirstKey Homes Trust 2020-SFR1, B 144A<BR>
1.740%, 9/17/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">215
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">215
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Galton Funding Mortgage Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-1, A21 144A<BR>
3.500%, 7/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">184
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-1, A23 144A<BR>
3.500%, 11/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">107
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">109
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-2, A41 144A<BR>
4.500%, 10/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">322
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">329
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">GCAT LLC 2019-NQM1, A1 144A<BR>
2.985%, 2/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">337
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">341
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hilton USA Trust 2016-SFP, B 144A<BR>
3.323%, 11/5/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">965
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">963
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Homeward Opportunities Fund I Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-1, A1 144A<BR>
3.766%, 6/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">168
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-2, A1 144A<BR>
3.985%, 11/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">329
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">339
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, A1 144A<BR>
3.454%, 1/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">473
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">479
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">JPMorgan Chase Mortgage Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2014-5, B2 144A<BR>
2.952%, 10/25/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">211
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">209
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2016-SH1, M2 144A<BR>
3.750%, 4/25/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">192
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">194
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2016-SH2, M2 144A<BR>
3.750%, 12/25/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">597
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">611
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-3, 2A2 144A<BR>
2.500%, 8/25/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">255
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">261
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:34pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:43pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">3</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">LHOME Mortgage Trust 2019-RTL1, A1 144A<BR>
4.580%, 10/25/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:5.62pt;"></FONT>715
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.62pt;"></FONT>722
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">MASTR Alternative Loan Trust 2004-4, 6A1<BR>
5.500%, 4/25/34
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">44
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">45
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Mello Warehouse Securitization Trust 2019-1, C (1 month LIBOR + 1.200%) 144A<BR>
1.375%, 6/25/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">185
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">184
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">MetLife Securitization Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-1A, M1 144A<BR>
3.667%, 4/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">135
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">140
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1A, A1A 144A<BR>
3.750%, 4/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">586
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">627
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Mill City Mortgage Loan Trust 2019-1, M2 144A<BR>
3.500%, 10/25/69<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">354
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">384
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">New Residential Mortgage Loan Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2014-1A, A 144A<BR>
3.750%, 1/25/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">74
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">79
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2016-3A, A1 144A<BR>
3.750%, 9/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">103
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">111
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2016-4A, A1 144A<BR>
3.750%, 11/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">46
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">49
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2016-4A, B1A 144A<BR>
4.500%, 11/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">1,168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,291
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-2A, A3 144A<BR>
4.000%, 3/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">466
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">503
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">OBX Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-EXP2, 1A1 144A<BR>
4.000%, 7/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">538
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">547
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-INV1, A3 144A<BR>
4.500%, 11/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">310
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">322
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-EXP3, 1A8 144A<BR>
3.500%, 10/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">135
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">138
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Preston Ridge Partners Mortgage Trust LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1A, A1 144A<BR>
4.500%, 1/25/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$654
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$659
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2020-2, A1 144A<BR>
3.671%, 8/25/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">790
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">790
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Pretium Mortgage Credit Partners I LLC 2019-NPL3, A1 144A<BR>
3.105%, 7/27/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">323
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">321
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Progress Residential Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-SFR1, B 144A<BR>
3.017%, 8/17/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">785
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">795
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-SFR1, B 144A<BR>
3.484%, 3/17/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">303
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-SFR2, B 144A<BR>
3.841%, 8/17/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">760
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">775
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-SFR2, A 144A<BR>
3.147%, 5/17/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">529
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">547
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-SFR3, B 144A<BR>
2.571%, 9/17/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">280
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">RCKT Mortgage Trust 2020-1, A1 144A<BR>
3.000%, 2/25/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">858
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">888
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">RCO V Mortgage LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, A1 144A<BR>
3.721%, 5/24/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">353
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">355
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2, A1 144A<BR>
3.475%, 11/25/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">167
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Residential Mortgage Loan Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, A1 144A<BR>
3.936%, 10/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">161
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">163
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2, A1 144A<BR>
2.913%, 5/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">269
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">273
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sequoia Mortgage Trust 2013-8, B1<BR>
3.516%, 6/25/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">276
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Starwood Mortgage Residential Trust 2019-IMC1, A1 144A<BR>
3.468%, 2/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">579
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">594
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:43pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">4</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Towd Point Mortgage Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-HE1, A1 (1 month LIBOR + 0.900%) 144A<BR>
1.075%, 4/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$321
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$319
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2015-5, A2 144A<BR>
3.500%, 5/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">160
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">166
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-1, M1 144A<BR>
3.750%, 10/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">385
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">418
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-4, A2 144A<BR>
3.000%, 6/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">395
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">424
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-6, A2 144A<BR>
3.000%, 10/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">504
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-6, A2 144A<BR>
3.750%, 3/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">527
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-SJ1, A1 144A<BR>
4.000%, 10/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">121
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">122
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2015-2, 1M1 144A<BR>
3.250%, 11/25/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">745
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">781
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Tricon American Homes Trust 2019-SFR1, C 144A<BR>
3.149%, 3/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">590
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">613
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TVC Mortgage Trust 2020-RTL1, M 144A<BR>
5.193%, 9/25/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">520
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">455
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">UBS Commercial Mortgage Trust 2012-C1, D 144A<BR>
5.755%, 5/10/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">250
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">181
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">VCAT LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-NPL2, A1 144A<BR>
3.573%, 11/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">460
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2020-NPL1, A1 144A<BR>
3.671%, 8/25/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">480
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Vericrest Opportunity Loan Trust 2019-NPL2, A1 144A<BR>
3.967%, 2/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">307
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">307
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Verus Securitization Trust
</TD><TD
style="line-height:8pt;padding-bottom:8pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Non-Agency&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-2, B1 144A<BR>
4.426%, 6/1/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$625
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:10.00pt;"></FONT>641<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-3, A1 144A<BR>
4.108%, 10/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">308
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">314<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-INV1, A1 144A<BR>
3.402%, 12/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">377
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">386<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Wells Fargo Commercial Mortgage Trust 2014-C24, AS<BR>
3.931%, 11/15/47
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">160
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">163<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Wells Fargo Mortgage Backed Securities Trust 2020-4, A1 144A<BR>
3.000%, 7/25/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">430
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">446<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:6.71pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">32,787
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:3.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Mortgage-Backed Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $33,423)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:7.25pt;padding-right:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">34,002
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Asset-Backed Securities&#8212;4.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Auto Floor Plan&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">NextGear Floorplan Master Owner Trust 2018-1A, A2 144A<BR>
3.220%, 2/15/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">355
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">358
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Automobiles&#8212;2.4%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">ACC Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-1, B<BR>
144A 4.820%, 5/20/21<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">17
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">17
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, A<BR>
144A 3.750%, 5/20/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">107
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">108
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, B<BR>
144A 4.470%, 10/20/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">280
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">280
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:43pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:79pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">5</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Automobiles&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Credit Acceptance Receivables Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-3, C<BR>
144A 3.750%, 10/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$279
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$282
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2, C<BR>
144A 3.170%, 6/12/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">346
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Avid Automobile Receivables Trust 2019-1, C 144A<BR>
3.140%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">375
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">382
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Avis Budget Rental Car Funding AESOP LLC 2018-1A, A 144A<BR>
3.700%, 9/20/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">750
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">786
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Capital Auto Receivables Asset Trust 2017-1, D 144A<BR>
3.150%, 2/20/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">380
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">388
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Carvana Auto Receivables Trust 2019-3A, D 144A<BR>
3.040%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">352
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CPS Auto Receivables Trust 2020-B, C 144A<BR>
3.300%, 4/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">660
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">682
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Drive Auto Receivables Trust 2019-4, C<BR>
2.510%, 11/17/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">350
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">357
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">DT Auto Owner Trust 2019-2A, B 144A<BR>
2.990%, 4/17/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">345
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Exeter Automobile Receivables Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1A, D<BR>
144A 4.130%, 12/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">330
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">342
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2A, C<BR>
144A 3.300%, 3/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">355
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Automobiles&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-4A, C<BR>
144A 2.440%, 9/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$422
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">GLS Auto Receivables Issuer Trust 2020-3A, E 144A<BR>
4.310%, 7/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">695
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">695
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">GLS Auto Receivables Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-1A, C<BR>
144A 3.500%, 7/15/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">372
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">374
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-3A, C<BR>
144A 4.180%, 7/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">515
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">535
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hertz Vehicle Financing II LP 2019-1A, A 144A<BR>
3.710%, 3/25/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">162
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">162
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">OneMain Direct Auto Receivables Trust 2018-1A, C 144A<BR>
3.850%, 10/14/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">313
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Prestige Auto Receivables Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-1A, C<BR>
144A 2.810%, 1/17/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">505
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">509
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1A, D<BR>
144A 3.010%, 8/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">353
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Skopos Auto Receivables Trust 2019-1A, C 144A<BR>
3.630%, 9/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">349
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Tricolor Auto Securitization Trust 2018-2A, B 144A<BR>
4.760%, 2/15/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">244
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">245
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">United Auto Credit Securitization Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, D<BR>
144A 3.470%, 8/12/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">346
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:52pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">6</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Automobiles&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, E<BR>
144A 4.290%, 8/12/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.03pt;"></FONT>308
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Veros Automobile Receivables Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2018-1, B<BR>
144A 4.050%, 2/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">192
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">193
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2020-1, B<BR>
144A 2.190%, 6/16/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">665
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">664
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">10,490
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Credit Card&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Genesis Private Label Amortizing Trust 2020-1, B 144A<BR>
2.830%, 7/20/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">325
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">326
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Other&#8212;1.8%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Amur Equipment Finance Receivables VI LLC 2018-2A, A2 144A<BR>
3.890%, 7/20/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">241
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">246
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Aqua Finance Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2017-A, A<BR>
144A 3.720%, 11/15/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">180
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">180
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2020-AA, D<BR>
144A 7.150%, 7/17/46<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">484
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Arby&#8217;s Funding LLC 2020-1A, A2 144A<BR>
3.237%, 7/30/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">585
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Business Jet Securities LLC 2019-1, A 144A<BR>
4.212%, 7/15/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">293
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">294
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Diamond Resorts Owner Trust 2017-1A, A 144A<BR>
3.270%, 10/22/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">112
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">113
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Foundation Finance Trust 2019-1A, A 144A<BR>
3.860%, 11/15/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">422
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">434
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Other&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">FREED ABS Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-1, B<BR>
144A 3.870%, 6/18/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$305
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2019-2, B<BR>
144A 3.190%, 11/18/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">311
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Jersey Mike&#8217;s Funding 2019-1A, A2 144A<BR>
4.433%, 2/15/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">660
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">702
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kabbage Funding LLC 2019-1, A 144A<BR>
3.825%, 3/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">63
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">62
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Lendmark Funding Trust 2018-2A, A 144A<BR>
4.230%, 4/20/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">349
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Mariner Finance Issuance Trust 2020-AA, A 144A<BR>
2.190%, 8/21/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">595
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">597
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">MVW LLC 2019-2A, A 144A<BR>
2.220%, 10/20/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">338
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">344
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Oasis Securitisation Srl 2020-2A, A 144A<BR>
4.262%, 5/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">511
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">512
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Octane Receivables Trust 2019-1A, A 144A<BR>
3.160%, 9/20/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">396
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">395
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Oportun Funding VIII LLC 2018-A, A 144A<BR>
3.610%, 3/8/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">318
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Orange Lake Timeshare Trust 2019-A, B 144A<BR>
3.360%, 4/9/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">268
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">268
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Prosper Marketplace Issuance Trust 2018-2A, B 144A<BR>
3.960%, 10/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">105
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Regional Management Issuance Trust 2018-2, A 144A<BR>
4.560%, 1/18/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">295
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">299
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:25pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">7</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Other&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Small Business Lending Trust 2019-A, A 144A<BR>
2.850%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$151
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:10.00pt;"></FONT>148
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">SoFi Consumer Loan Program LLC 2017-1, A 144A<BR>
3.280%, 1/26/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">16
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">15
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Upgrade Master Pass-Through-Trust 2019-ST1, A 144A<BR>
4.000%, 7/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">235
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">235
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">VSE VOI Mortgage LLC 2016-A, A 144A<BR>
2.540%, 7/20/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">112
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">112
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Westgate Resorts LLC 2020-1A, A 144A<BR>
2.713%, 3/20/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">343
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">349
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:10.41pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">7,777
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Student Loan&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:8pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Commonbond Student Loan Trust 2019-AGS, A1 144A<BR>
2.540%, 1/25/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:29.31%;">324
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">334
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Asset-Backed Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $18,978)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:7.25pt;padding-right:3pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">19,285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Corporate Bonds and Notes&#8212;29.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Communication Services&#8212;3.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Altice France Holding S.A. 144A<BR>
6.000%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">400<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Altice France S.A. 144A<BR>
7.375%, 5/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">334<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">ANGI Group LLC 144A<BR>
3.875%, 8/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">360
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">365<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Baidu, Inc.<BR>
3.425%, 4/7/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">600
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">668<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cable Onda S.A. 144A<BR>
4.500%, 1/30/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">600
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">643<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">CCO Holdings LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.750%, 3/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">520
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">559<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Communication<BR>
Services&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.500%, 8/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$140
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$149
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cincinnati Bell, Inc. 144A<BR>
7.000%, 7/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">486
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Clear Channel Worldwide Holdings, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">9.250%, 2/15/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">66
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">65
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.125%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">105
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">106
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Consolidated Communications, Inc.<BR>
6.500%, 10/1/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">CSC Holdings LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.750%, 1/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">410
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">447
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.125%, 12/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">311
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.625%, 12/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">205
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Diamond Sports Group LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.375%, 8/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">290
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">226
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.625%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">525
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">295
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">DISH DBS Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.875%, 7/15/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">275
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">290
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.000%, 3/15/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">205
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">212
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">7.750%, 7/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">165
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Frontier Communications Corp. 144A<BR>
8.500%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">228
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">iHeartCommunications, Inc.<BR>
8.375%, 5/1/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">238
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">239
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">IHS Netherlands Holdco B.V. 144A<BR>
8.000%, 9/18/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">357
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Level 3 Financing, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.250%, 7/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">185
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">190
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:34pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">8</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Communication<BR>
Services&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 3.625%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$510
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$511
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Live Nation Entertainment, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.625%, 3/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">235
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">231
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.750%, 10/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">125
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">118
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">McGraw-Hill Global Education Holdings LLC Senior Unsecured Notes 144A<BR>
7.875%, 5/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Meredith Corp.<BR>
6.875%, 2/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">370
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">321
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Northwest Fiber LLC 144A<BR>
10.750%, 6/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">220
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">244
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Outfront Media Capital LLC 144A<BR>
6.250%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">445
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">464
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sirius XM Radio, Inc. 144A<BR>
5.500%, 7/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">264
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sprint Corp.<BR>
7.875%, 9/15/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">350
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">407
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sprint Spectrum Co. LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 3.360%, 9/20/21<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">62
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">63
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.152%, 3/20/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">385
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">453
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Telesat Canada 144A<BR>
6.500%, 10/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">930
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">955
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Tencent Holdings Ltd. 144A<BR>
3.975%, 4/11/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">695
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">T-Mobile USA, Inc. 144A<BR>
2.550%, 2/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">452
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">473
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TripAdvisor, Inc. 144A<BR>
7.000%, 7/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">211
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Communication<BR>
Services&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Twitter, Inc. 144A<BR>
3.875%, 12/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$525
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.03pt;"></FONT>554<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Univision Communications, Inc. 144A<BR>
6.625%, 6/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">125
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">126<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Virgin Media Finance plc 144A<BR>
5.000%, 7/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">309<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">14,187
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer Discretionary&#8212;3.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Axle &amp; Manufacturing, Inc.<BR>
6.500%, 4/1/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">530
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">545<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Builders &amp; Contractors Supply Co., Inc. 144A<BR>
4.000%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">565
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">582<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Aramark Services, Inc. 144A<BR>
6.375%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">461<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Block Financial LLC<BR>
3.875%, 8/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">670
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">680<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Carnival Corp. 144A<BR>
11.500%, 4/1/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">90
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">100<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Clarios Global LP 144A<BR>
8.500%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">385
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">409<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">COLT Merger Sub, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.750%, 7/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">15
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">16<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.250%, 7/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">135
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">143<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 8.125%, 7/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">135
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">143<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cooper-Standard Automotive, Inc. 144A<BR>
13.000%, 6/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">335
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">355<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Dana, Inc.<BR>
5.375%, 11/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">582
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">617<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:52pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:67pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">9</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer<BR>
Discretionary&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Downstream Development Authority of the Quapaw Tribe of Oklahoma 144A<BR>
10.500%, 2/15/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$385
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Expedia Group, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.250%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">430
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">472
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.000%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">45
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">49
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ford Motor Co.<BR>
9.000%, 4/22/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">449
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">525
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ford Motor Credit Co. LLC<BR>
4.125%, 8/17/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">285
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Gateway Casinos &amp; Entertainment Ltd. 144A<BR>
8.250%, 3/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">336
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">General Motors Co.<BR>
6.800%, 10/1/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">495
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Golden Nugget, Inc. 144A<BR>
8.750%, 10/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">238
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hanesbrands, Inc. 144A<BR>
5.375%, 5/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">555
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">592
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">KAR Auction Services, Inc. 144A<BR>
5.125%, 6/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">465
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">469
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Lear Corp.<BR>
3.800%, 9/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">550
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">589
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">M/I Homes, Inc.<BR>
4.950%, 2/1/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">645
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">669
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Marriott Ownership Resorts, Inc.<BR>
4.750%, 1/15/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">495
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">467
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">MGM Growth Properties Operating Partnership LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.750%, 2/1/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">337
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.625%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">65
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">69
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer<BR>
Discretionary&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Michaels Stores, Inc. 144A<BR>
8.000%, 7/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$130
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.03pt;"></FONT>131<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Neiman Marcus Group Ltd. LLC 144A<BR>
8.000%, 10/25/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">224
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">12<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">PulteGroup, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">7.875%, 6/15/32
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">235
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">319<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">6.375%, 5/15/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">280
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">352<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">QVC, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.375%, 3/15/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">318<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.750%, 2/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">367<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Royal Caribbean Cruises Ltd. 144A<BR>
9.125%, 6/15/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">80
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">84<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Scientific Games International, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 8.250%, 3/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">495<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.000%, 5/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">115
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">113<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Station Casinos LLC 144A<BR>
4.500%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">390
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">371<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TRI Pointe Group, Inc.<BR>
5.875%, 6/15/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">210
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">229<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Under Armour, Inc.<BR>
3.250%, 6/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">441<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Vista Outdoor, Inc.<BR>
5.875%, 10/1/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">320<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Weekley Homes LLC<BR>
6.625%, 8/15/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">325
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">335<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Wynn Macau Ltd. 144A<BR>
5.625%, 8/26/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">350
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">351<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">14,231
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer Staples&#8212;1.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Albertsons Cos., Inc. 144A<BR>
4.625%, 1/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">585
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">618<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Altria Group, Inc.<BR>
4.800%, 2/14/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">615
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">735<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:43pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:58pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">10</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer Staples&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bacardi Ltd. 144A<BR>
4.700%, 5/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$655
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>763<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">BAT Capital Corp.<BR>
4.906%, 4/2/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">500
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">595<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Chobani LLC 144A<BR>
7.500%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">665
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">700<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kraft Heinz Foods Co. 144A<BR>
3.875%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">428<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kronos Acquisition Holdings, Inc. 144A<BR>
9.000%, 8/15/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">215
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">218<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">4,057
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Energy&#8212;4.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Alliance Resource Operating Partners LP 144A<BR>
7.500%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">485
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">359<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Antero Midstream Partners LP 144A<BR>
5.750%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">460
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">407<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Apache Corp.<BR>
4.625%, 11/15/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">75
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">77<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Blue Racer Midstream LLC 144A<BR>
6.625%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">335
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">295<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">BP Capital Markets plc<BR>
4.875% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(6)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">700
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">764<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Callon Petroleum Co.<BR>
6.125%, 10/1/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">124
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">41<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cheniere Energy Partners LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.625%, 10/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">314<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.500%, 10/1/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">353<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Citgo Holding, Inc. 144A<BR>
9.250%, 8/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">355
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">351<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Citgo Petroleum Corp. 144A<BR>
7.000%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">226<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Concho Resources, Inc.<BR>
2.400%, 2/15/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">730
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">714<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Energy&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CrownRock LP 144A<BR>
5.625%, 10/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$401
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">DCP Midstream Operating LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.375%, 7/15/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">145
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">156
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.625%, 7/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">20
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">22
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Denbury Resources, Inc. 144A<BR>
9.250%, 3/31/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">119
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">59
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">EQM Midstream Partners LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.000%, 7/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">120
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">127
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.500%, 7/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">140
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">153
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Geopark Ltd. 144A<BR>
6.500%, 9/21/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">310
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">HollyFrontier Corp.<BR>
5.875%, 4/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">760
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">837
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">KazMunayGas National Co., JSC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.750%, 4/19/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">425
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">479
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.750%, 4/19/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">360
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">450
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.375%, 10/24/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">355
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">479
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kinder Morgan Energy Partners LP<BR>
7.500%, 11/15/40
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">595
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kinder Morgan, Inc.<BR>
7.750%, 1/15/32
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">25
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">36
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Lukoil International Finance BV 144A<BR>
4.563%, 4/24/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">240
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">MEG Energy Corp. 144A<BR>
7.125%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">395
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">378
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Mesquite Energy, Inc. 144A<BR>
7.250%, 2/15/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">105
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">&#8212;<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(7)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Nabors Industries, Inc.<BR>
5.750%, 2/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">285
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">82
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:40pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:61pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">11</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Energy&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Occidental Petroleum Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2.700%, 8/15/22
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$125
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.62pt;"></FONT>123
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.875%, 9/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">241
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.500%, 8/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">220
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">6.625%, 9/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">247
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Odebrecht Oil &amp; Gas Finance Ltd. 144A<BR>
0.000% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(6)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">26
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">&#8212;<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(7)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Parsley Energy LLC 144A<BR>
4.125%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">334
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Patterson-UTI Energy, Inc.<BR>
5.150%, 11/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">465
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">383
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Pertamina Persero PT 144A<BR>
6.450%, 5/30/44<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">660
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">871
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Petrobras Global Finance B.V.<BR>
5.600%, 1/3/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">990
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,060
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Petroleos de Venezuela S.A.<BR>
6.000%, 5/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">665
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">17
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Petroleos Mexicanos
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">6.875%, 8/4/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">408
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">6.500%, 3/13/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">295
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">292
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">6.350%, 2/12/48
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">280
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">226
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.950%, 1/28/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">835
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">754
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.690%, 1/23/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">265
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">237
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Petronas Capital Ltd. 144A<BR>
3.500%, 4/21/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">575
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">651
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Plains All American Pipeline LP<BR>
3.800%, 9/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">565
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">568
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sabine Pass Liquefaction LLC<BR>
4.200%, 3/15/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">335
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">369
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sinopec Group Overseas Development 2017 Ltd. 144A<BR>
3.625%, 4/12/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">590
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">656
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Energy&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Targa Resources Partners LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.875%, 4/15/26
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.03pt;"></FONT>421<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.875%, 2/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">120
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">121<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Transocean Guardian Ltd. 144A<BR>
5.875%, 1/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">86
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">69<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Transocean, Inc. 144A<BR>
8.000%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">90
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">28<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">USA Compression Partners LP<BR>
6.875%, 4/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">225
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">232<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">17,202
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Financials&#8212;4.9%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Acrisure LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 8.125%, 2/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">116<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.000%, 11/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">670
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">680<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">AerCap Ireland Capital DAC<BR>
3.650%, 7/21/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">830
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">774<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Allstate Corp. (The) Series B<BR>
5.750%, 8/15/53<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">554
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">593<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Athene Global Funding 144A<BR>
2.450%, 8/20/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">720
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">728<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Australia &amp; New Zealand Banking Group Ltd. 144A<BR>
4.400%, 5/19/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">395
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">447<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Banco Bilbao Vizcaya Argentaria Bancomer S.A. 144A<BR>
5.125%, 1/18/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">685
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">658<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Banco de Bogota S.A. 144A<BR>
6.250%, 5/12/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">485<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bancolombia S.A.<BR>
4.625%, 12/18/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">193<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bank of Montreal<BR>
3.803%, 12/15/32
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">426
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">472<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:34pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:40pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">12</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Financials&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bank of New York Mellon Corp. (The) Series G<BR>
4.700%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:5.62pt;"></FONT>530
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.62pt;"></FONT>576
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Brighthouse Financial, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.700%, 6/22/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">162
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">170
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.625%, 5/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">512
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Brightsphere Investment Group, Inc.<BR>
4.800%, 7/27/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">660
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">690
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Capital One Financial Corp.<BR>
3.750%, 7/28/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">655
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">718
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Charles Schwab Corp. (The) Series G<BR>
5.375% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(6)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">578
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">634
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Citadel LP 144A<BR>
4.875%, 1/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">525
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">560
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Discover Bank<BR>
4.682%, 8/9/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">725
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">758
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Drawbridge Special Opportunities Fund LP 144A<BR>
5.000%, 8/1/21<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">350
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">352
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Fairfax Financial Holdings Ltd.<BR>
4.850%, 4/17/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">535
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">593
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">FirstCash, Inc. 144A<BR>
4.625%, 9/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">308
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Goldman Sachs Group, Inc. (The)<BR>
3.850%, 1/26/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">565
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">643
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">ICAHN Enterprises LP<BR>
6.250%, 5/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">465
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">496
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Intercorp Peru Ltd. 144A<BR>
3.875%, 8/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">630
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">616
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Jefferies Group LLC<BR>
4.850%, 1/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">340
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">JPMorgan Chase &amp; Co.<BR>
2.956%, 5/13/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">1,130
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,213
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ladder Capital Finance Holdings LLLP 144A<BR>
4.250%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.38pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">294
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Financials&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Lincoln National Corp. (3 month LIBOR + 2.040%)<BR>
2.312%, 4/20/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(4)(5)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$130
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:12.78pt;"></FONT>92<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Navient Corp.<BR>
6.750%, 6/25/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">510
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">532<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">NMI Holdings, Inc. 144A<BR>
7.375%, 6/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">195
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">211<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">OneMain Finance Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">6.875%, 3/15/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">255
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">288<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">7.125%, 3/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">290
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">333<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.375%, 11/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">45
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">48<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Prudential Financial, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.875%, 9/15/42
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">470<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.625%, 6/15/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">429<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Santander Holdings USA, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.500%, 6/7/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">215<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.400%, 7/13/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">435
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">485<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Synchrony Financial<BR>
3.950%, 12/1/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">560
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">590<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Synovus Financial Corp.<BR>
5.900%, 2/7/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">359
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">371<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Toronto-Dominion Bank (The)<BR>
3.625%, 9/15/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">665
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">756<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Voya Financial, Inc.<BR>
5.650%, 5/15/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">445
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">465<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Wells Fargo &amp; Co. Series S<BR>
5.900% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(6)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">530
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">555<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Zions Bancorp NA<BR>
3.250%, 10/29/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">335
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">335<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">20,794
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Health Care&#8212;2.4%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Advanz Pharma Corp., Ltd.<BR>
8.000%, 9/6/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">77
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">76<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Avantor Funding, Inc. 144A<BR>
4.625%, 7/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">45
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">48<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:34pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:40pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">13</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Health Care&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Avantor, Inc. 144A<BR>
6.000%, 10/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$157
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bausch Health Americas, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 9.250%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">90
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">100
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 8.500%, 1/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">297
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bausch Health Cos., Inc. 144A<BR>
7.000%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">390
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">415
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Centene Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.625%, 12/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.375%, 6/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">90
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">95
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Community Health Systems, Inc. 144A<BR>
6.625%, 2/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">311
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">DaVita, Inc. 144A<BR>
3.750%, 2/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">335
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Encompass Health Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.500%, 2/1/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">451
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.750%, 2/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">75
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">78
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Endo Dac
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 9.500%, 7/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">94
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">102
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.000%, 6/30/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">119
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">92
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">HCA, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.375%, 2/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">304
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.625%, 9/1/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">335
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">398
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.125%, 6/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">325
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">374
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.125%, 6/15/39
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">140
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">173
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.250%, 6/15/49
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">210
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">262
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Herbalife Nutrition Ltd. 144A<BR>
7.875%, 9/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">680
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Jaguar Holding Co. II 144A<BR>
5.000%, 6/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">220
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">233
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">LifePoint Health, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.750%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:13.25pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">5
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:13.25pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">5
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Health Care&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.375%, 2/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$250
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$249
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ortho-Clinical Diagnostics, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.375%, 6/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">245
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">255
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.250%, 2/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">90
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">93
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Par Pharmaceutical, Inc. 144A<BR>
7.500%, 4/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">172
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">184
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Perrigo Finance Unlimited Co.<BR>
4.375%, 3/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">550
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">618
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Royalty Pharma plc
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 2.200%, 9/2/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">445
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">439
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 3.550%, 9/2/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">271
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Select Medical Corp. 144A<BR>
6.250%, 8/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">530
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">569
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Surgery Center Holdings, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.750%, 7/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">394
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 10.000%, 4/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">135
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">146
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tenet Healthcare Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">8.125%, 4/1/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">119
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.500%, 4/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">50
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">55
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 5.125%, 11/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">201
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">212
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Teva Pharmaceutical Finance Netherlands III BV
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.150%, 10/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">215
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">198
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.125%, 1/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">470
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">509
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:52pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:88pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">14</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Health Care&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">West Street Merger Sub, Inc. 144A<BR>
6.375%, 9/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$590
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.03pt;"></FONT>607<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">10,259
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Industrials&#8212;3.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Alaska Airlines Pass-Through-Trust 144A<BR>
4.800%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">580
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">606<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Allied Universal Holdco LLC 144A<BR>
6.625%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">610
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">654<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Airlines, Inc. 144A<BR>
11.750%, 7/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">625
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">600<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ashtead Capital, Inc. 144A<BR>
4.375%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">610
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">634<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Aviation Capital Group LLC 144A<BR>
3.500%, 11/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">965
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">857<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Avolon Holdings Funding Ltd. 144A<BR>
4.375%, 5/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">715
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">658<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Beacon Roofing Supply, Inc. 144A<BR>
4.875%, 11/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">360
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">357<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Boeing Co. (The)
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.150%, 5/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">409<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.750%, 2/1/50
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">205
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">183<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.930%, 5/1/60
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">147
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">179<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Bombardier, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 8.750%, 12/1/21<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">329<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.500%, 3/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">125
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">92<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CoStar Group, Inc. 144A<BR>
2.800%, 7/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">593
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">623<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">DP World plc 144A<BR>
6.850%, 7/2/37<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">530
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">677<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Fortress Transportation and Infrastructure Investors LLC 144A<BR>
9.750%, 8/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">65
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">69<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Industrials&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Garda World Security Corp. 144A<BR>
4.625%, 2/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$329
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">GFL Environmental, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.000%, 6/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">134
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">141
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 8.500%, 5/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">72
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">78
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hawaiian Airlines Pass-Through Certificates 2013-1, B<BR>
4.950%, 1/15/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">471
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">428
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hillenbrand, Inc.<BR>
4.500%, 9/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">640
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">686
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Howmet Aerospace, Inc.<BR>
6.875%, 5/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">274
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Meritor, Inc. 144A<BR>
6.250%, 6/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">130
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">138
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Norwegian Air Shuttle ASA Pass-Through Trust 2016-1, A 144A<BR>
4.875%, 5/10/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">430
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">380
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Oshkosh Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.600%, 5/15/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">492
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">559
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.100%, 3/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">195
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">205
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Pike Corp. 144A<BR>
5.500%, 9/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">120
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">121
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Signature Aviation US Holdings, Inc. 144A<BR>
4.000%, 3/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">645
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">631
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Standard Industries, Inc. 144A<BR>
4.375%, 7/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">715
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">758
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Stanley Black &amp; Decker, Inc.<BR>
4.000%, 3/15/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">552
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">580
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Titan Acquisition Ltd. 144A<BR>
7.750%, 4/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">368
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TransDigm, Inc.<BR>
5.500%, 11/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">535
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">522
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:31pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:43pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">15</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Industrials&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Uber Technologies, Inc. 144A<BR>
7.500%, 5/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$535
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.03pt;"></FONT>562<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">WESCO Distribution, Inc. 144A<BR>
7.250%, 6/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">325
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">363<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">14,050
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Information Technology&#8212;2.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Alibaba Group Holding Ltd.<BR>
3.400%, 12/6/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">645
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">730<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Banff Merger Sub, Inc. 144A<BR>
9.750%, 9/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">255
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">272<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Black Knight InfoServ LLC 144A<BR>
3.625%, 9/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">395
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">400<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Broadcom, Inc.<BR>
4.150%, 11/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">580
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">652<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Citrix Systems, Inc.<BR>
3.300%, 3/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">720
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">766<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Dell International LLC 144A<BR>
8.100%, 7/15/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">452<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Flex Ltd.<BR>
3.750%, 2/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">435
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">472<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">HP, Inc.<BR>
3.400%, 6/17/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">725
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">783<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Juniper Networks, Inc.<BR>
3.750%, 8/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">546<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Microchip Technology, Inc. 144A<BR>
4.250%, 9/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">580
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">604<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Motorola Solutions, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.600%, 2/23/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">413
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">477<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.600%, 5/23/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">260
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">305<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">NCR Corp. 144A<BR>
5.250%, 10/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">60
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.53pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">61<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Open Text Holdings, Inc. 144A<BR>
4.125%, 2/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">467<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Radiate Holdco LLC 144A<BR>
6.625%, 2/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">470
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:14.78pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">476<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Information Technology&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">ViaSat, Inc. 144A<BR>
5.625%, 9/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$515
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>516<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">VMware, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">3.900%, 8/21/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">390
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">434<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.700%, 5/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">235
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">276<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Xerox Holdings Corp. 144A<BR>
5.500%, 8/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">55
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">56<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">8,745
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Materials&#8212;2.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">ARD Finance S.A. PIK Interest Capitalization 144A<BR>
6.500%, 6/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(8)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">460
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">472<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Avient Corp. 144A<BR>
5.750%, 5/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">550
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">584<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">BHP Billiton Finance USA Ltd. 144A<BR>
6.750%, 10/19/75<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">478<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cleveland-Cliffs, Inc. 144A<BR>
6.750%, 3/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">105
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">107<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Equate Petrochemical BV 144A<BR>
4.250%, 11/3/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">645
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">690<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Greif, Inc. 144A<BR>
6.500%, 3/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">367<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hecla Mining Co.<BR>
7.250%, 2/15/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">360
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">397<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">INEOS Group Holdings S.A. 144A<BR>
5.625%, 8/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">304<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Inversiones CMPC S.A. 144A<BR>
3.850%, 1/13/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">595
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">643<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Kaiser Aluminum Corp.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.500%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">40
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">42<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 4.625%, 3/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">401<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kraton Polymers LLC 144A<BR>
7.000%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">612
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">632<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:31pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:49pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">16</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Materials&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Mauser Packaging Solutions Holding Co. 144A<BR>
7.250%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>394<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Novelis Corp. 144A<BR>
4.750%, 1/30/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">330
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">334<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Olin Corp.<BR>
5.625%, 8/1/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">410
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">410<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Reynolds Group Issuer, Inc. 144A<BR>
7.000%, 7/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">154
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">158<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Schweitzer-Mauduit International, Inc. 144A<BR>
6.875%, 10/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">505
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">543<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Syngenta Finance N.V. 144A<BR>
4.441%, 4/24/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">430
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">453<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Teck Resources Ltd.<BR>
6.125%, 10/1/35
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">425
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">501<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TPC Group, Inc. 144A<BR>
10.500%, 8/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">203<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Trident TPI Holdings, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 9.250%, 8/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">393<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.625%, 11/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">375
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">370<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Tronox, Inc. 144A<BR>
6.500%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">535
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">574<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">United States Steel Corp. 144A<BR>
12.000%, 6/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">445
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">472<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">9,922
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Real Estate&#8212;1.7%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Campus Communities Operating Partnership LP<BR>
3.875%, 1/30/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">645
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">701<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">EPR Properties<BR>
4.750%, 12/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">570
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">549<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">ESH Hospitality, Inc. 144A<BR>
4.625%, 10/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">475
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">475<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Real Estate&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">GLP Capital LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.250%, 6/1/25
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>243<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.750%, 6/1/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">502
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">571<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.300%, 1/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">160
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">177<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Healthcare Realty Trust, Inc.<BR>
2.400%, 3/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">257
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">259<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Healthcare Trust of America Holdings LP<BR>
3.100%, 2/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">464<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Iron Mountain, Inc. 144A<BR>
4.875%, 9/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">615
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">639<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">iStar, Inc.<BR>
4.250%, 8/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">427<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">MPT Operating Partnership LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">5.000%, 10/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">338<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.625%, 8/1/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">130
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">139<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Office Properties Income Trust<BR>
4.500%, 2/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">815
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">833<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Service Properties Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">7.500%, 9/15/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">105
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">114<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.950%, 2/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">294<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">4.375%, 2/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">215
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">186<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Spirit Realty LP<BR>
3.200%, 2/15/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">625
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">610<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Uniti Group LP<BR>
8.250%, 10/15/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">238<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">7,257
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Utilities&#8212;1.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Electric Power Co., Inc.<BR>
2.300%, 3/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">586
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">601<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Black Hills Corp.<BR>
2.500%, 6/15/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">560
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">588<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CMS Energy Corp.<BR>
4.750%, 6/1/50
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">570
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">619<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">DPL, Inc.<BR>
4.350%, 4/15/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">430
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">471<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Edison International<BR>
4.950%, 4/15/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">580
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">638<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:31pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">17</DIV>
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<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
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style="margin-top:5pt;">
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style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Utilities&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Eskom Holdings SOC Ltd. 144A<BR>
7.125%, 2/11/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:13.75pt;"></FONT>225<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ferrellgas Partners LP<BR>
8.625%, 6/15/20<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">50
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:23.25pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">13<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">National Fuel Gas Co.<BR>
5.500%, 1/15/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">475
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">520<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Perusahaan Listrik Negara PT 144A<BR>
4.125%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">855
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">937<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">PG&amp;E Corp.<BR>
5.250%, 7/1/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">95
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:23.25pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">95<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Talen Energy Supply LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 7.250%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">70
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:23.25pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">72<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">144A 6.625%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">406<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TerraForm Power Operating LLC 144A<BR>
5.000%, 1/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">385
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">428<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Texas Competitive Electric Holdings Co. 144A<BR>
11.500%, 10/1/20<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)(9)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">125
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:23.25pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">&#8212;<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:14.16pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">5,613
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:3.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Corporate Bonds and Notes<BR>
<FONT
style="text-transform:none;">(Identified Cost $122,586)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:7.25pt;padding-right:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">126,317
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Leveraged Loans<SUP
style="font-size:85%;font-style:Normal;text-transform:uppercase;vertical-align:text-top;">(4)</SUP>&#8212;6.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Aerospace&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">AI Convoy (Luxembourg) S.a.r.l. Tranche B (6 month LIBOR + 3.500%)<BR>
4.650%, 1/18/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">404
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">394<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">DynCorp International, Inc. Tranche B, First Lien (1 month LIBOR + 6.000%)<BR>
7.000%, 8/18/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">140
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">138<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Aerospace&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Mileage Plus Holdings, Inc. (3 month LIBOR + 5.250%)<BR>
6.250%, 6/20/27
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$235
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>237<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">TransDigm, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche E (1 month LIBOR + 2.250%)<BR>
2.406%, 5/30/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">181
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">172<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche F (1 month LIBOR + 2.250%)<BR>
2.406%, 12/9/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">111
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">105<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Chemicals&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">HB Fuller Co. Tranche B (1 month LIBOR + 2.000%)<BR>
2.158%, 10/21/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">402
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">392<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Innophos Holdings, Inc. (1 month LIBOR + 3.750%)<BR>
3.906%, 2/4/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">324
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">320<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:11.26pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">712
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer Non-Durables&#8212;0.4%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">American Greetings Corp. (1 month LIBOR + 4.500%)<BR>
5.500%, 4/6/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">221
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">213<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Diamond (BC) B.V.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">(1 month LIBOR + 3.000%)<BR>
3.260%, 9/6/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">637
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">600<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">(3 month LIBOR + 5.000%)<BR>
6.000%, 9/6/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">130
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">128<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Kronos Acquisition Holdings, Inc. Tranche B-3 (1 month LIBOR + 4.000%)<BR>
5.000%, 5/15/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">363
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">359<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:40pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:64pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">18</DIV>
</DIV>
</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
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style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Consumer<BR>
Non-Durables&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Parfums Holding Co., Inc. First Lien (3 month LIBOR + 4.000%)<BR>
4.256%, 6/30/24
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$337
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>329<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Rodan &amp; Fields LLC (1 month LIBOR + 4.000%)<BR>
4.162%, 6/16/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">304
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">194<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,823
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Energy&#8212;0.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">California Resources Corp. 2016 (1 month LIBOR + 10.375%)<BR>
11.375%, 12/31/21<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">95
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18.59pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">2<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Citgo Petroleum Corp. 2019, Tranche B (3 month LIBOR + 5.000%)<BR>
6.000%, 3/27/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">279
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">265<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Fieldwood Energy LLC First Lien (3 month LIBOR + 5.250%)<BR>
6.250%, 4/11/22<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(10)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">685
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">165<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hamilton Projects Acquiror LLC (3 month LIBOR + 4.750%)<BR>
5.750%, 6/17/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">314<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Traverse Midstream Partners LLC (1 month LIBOR + 4.000%)<BR>
5.000%, 9/27/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">429
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">391<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,137
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Financial&#8212;0.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Asurion LLC Tranche B-2, Second Lien (1 month LIBOR + 6.500%)<BR>
6.656%, 8/4/25
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$475
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>476<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Blackhawk Network Holdings, Inc. First Lien (1 month LIBOR + 3.000%)<BR>
3.156%, 6/16/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">248
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">234<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Deerfield Dakota Holding LLC First Lien (1 month LIBOR + 3.750%)<BR>
4.750%, 4/9/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">269<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">iStar, Inc. Tranche B (1 month LIBOR + 2.750%)<BR>
2.904%, 6/28/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">201
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">195<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ryan Specialty Group LLC (3 month LIBOR + 3.250%)<BR>
0.000%, 9/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(11)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">65
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">65<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,239
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Food / Tobacco&#8212;0.4%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Chobani LLC Tranche B (1 month LIBOR + 3.500%)<BR>
4.500%, 10/10/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">429
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">424<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Dole Food Co., Inc. Tranche B (1 month LIBOR + 2.750%)<BR>
3.750%, 4/6/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">392
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">387<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">H-Food Holdings LLC (1 month LIBOR + 3.688%)<BR>
3.844%, 5/23/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">512
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">498<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:95pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:100pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">19</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
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style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
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style="margin-top:14pt;width:100%;" type="Block">
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style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
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style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
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style="text-align:center;">
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style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
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style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
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style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
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<TR
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style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Food / Tobacco&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Milk Specialties Co. (1 month LIBOR + 4.000%)<BR>
5.000%, 8/16/23
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$126
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>121<FONT
style="padding-left:0.06pt;"></FONT>
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<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Shearer&#8217;s Foods LLC Second Lien (1 month LIBOR + 6.750%)<BR>
7.750%, 6/30/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">465
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">462<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
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style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,892
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
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style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
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style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
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style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Forest Prod / Containers&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">BWay Holding Co. (2 month LIBOR + 3.250%)<BR>
3.523%, 4/3/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">402
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">381<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Gaming / Leisure&#8212;0.6%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Affinity Gaming LLC (1 month LIBOR + 3.250%)<BR>
4.250%, 7/3/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">285
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">243<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Aristocrat Technologies, Inc. (3 month LIBOR + 3.750%)<BR>
4.750%, 10/19/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">75
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">75<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Carnival Corp. (1 month LIBOR + 7.500%)<BR>
8.500%, 6/30/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">95
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">93<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Everi Payments, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">(3 month LIBOR + 10.500%)<BR>
11.500%, 5/9/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">35
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:14.84pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">36<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche B (3 month LIBOR + 2.750%)<BR>
3.822%, 5/9/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">193<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Gateway Casinos &amp; Entertainment Ltd. PIK Interest Capitalization (3 month LIBOR + 6.500%)<BR>
7.500%, 12/1/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(12)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">379
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">335<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Gaming / Leisure&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Landry&#8217;s Finance Acquisition Co. 2020 (3 month LIBOR + 12.000%)<BR>
13.000%, 10/6/23
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:3.75pt;"></FONT>25
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.09pt;"></FONT>28<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Playa Resorts Holding B.V. (1 month LIBOR + 2.750%)<BR>
3.750%, 4/29/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">363
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">315<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Pug LLC Tranche B (1 month LIBOR + 3.500%)<BR>
3.656%, 2/12/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">527
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">446<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Scientific Games International, Inc. Tranche B-5 (1 month LIBOR + 2.750%)<BR>
3.472%, 8/14/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">177
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">165<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Stars Group Holdings B.V. (3 month LIBOR + 3.500%)<BR>
3.808%, 7/10/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">119
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">119<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">UFC Holdings LLC Tranche B (3 month LIBOR + 3.250%)<BR>
4.250%, 4/29/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">364
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">358<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">2,406
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Healthcare&#8212;0.7%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Accelerated Health Systems LLC (1 month LIBOR + 3.500%)<BR>
3.662%, 10/31/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">158
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">153<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">AHP Health Partners, Inc. (3 month LIBOR + 4.500%)<BR>
5.500%, 6/30/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">184
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">184<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Bausch Health Cos., Inc. (1 month LIBOR + 2.750%)<BR>
2.933%, 11/27/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">136
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">133<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:43pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:58pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">20</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Healthcare&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CHG Healthcare Services, Inc. (1 month LIBOR + 3.000%)<BR>
4.072%, 6/7/23
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$360
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>354<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Envision Healthcare Corp. (1 month LIBOR + 3.750%)<BR>
3.906%, 10/10/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">157
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">113<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">LifePoint Health, Inc. Tranche B, First Lien (1 month LIBOR + 3.750%)<BR>
3.906%, 11/17/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">428
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">419<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Milano Acquisition Corp. (3 month LIBOR + 4.000%)<BR>
0.000%, 8/17/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(11)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">476<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Navicure, Inc. (1 month LIBOR + 4.000%)<BR>
4.156%, 10/22/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">159
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">155<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">One Call Corp. First Lien (3 month LIBOR + 5.250%)<BR>
6.250%, 11/27/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">279<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ortho-Clinical Diagnostics, Inc. (1 month LIBOR + 3.250%)<BR>
3.406%, 6/30/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">264
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">254<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Phoenix Guarantor, Inc. Tranche B-1 (1 month LIBOR + 3.250%)<BR>
3.412%, 3/5/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">309
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">304<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Viant Medical Holdings, Inc. First Lien (1 month LIBOR + 3.750%)<BR>
3.906%, 7/2/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">438
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">390<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">3,214
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Housing&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CPG International LLC (3 month LIBOR + 3.750%)<BR>
4.750%, 5/6/24
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$274
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$273
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Information Technology&#8212;0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Applied Systems, Inc. Second Lien (3 month LIBOR + 7.000%)<BR>
8.000%, 9/19/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">124
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">126
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Aston Finco S.a.r.l. First Lien (1 month LIBOR + 4.250%)<BR>
4.414%, 10/9/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">115
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">110
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Boxer Parent Co., Inc. (1 month LIBOR + 4.250%)<BR>
4.406%, 10/2/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">309
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Epicor Software Corp. Tranche B (1 month LIBOR + 4.250%)<BR>
5.250%, 7/30/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">335
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">335
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Redstone Holdco 2 LP (3 month LIBOR + 5.000%)<BR>
0.000%, 9/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(11)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">205
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">205
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">SS&amp;C Technologies, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche B-3 (1 month LIBOR + 1.750%)<BR>
1.906%, 4/16/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">104
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">101
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche B-4 (1 month LIBOR + 1.750%)<BR>
1.906%, 4/16/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">73
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">71
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ultimate Software Group, Inc. (The)
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">2020 (3 month LIBOR + 4.000%)<BR>
4.750%, 5/4/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">485
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">484
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:62pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:70pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">21</DIV>
</DIV>
</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Information Technology&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Second Lien (3 month LIBOR + 6.750%)<BR>
7.500%, 5/3/27
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$<FONT
style="padding-left:3.75pt;"></FONT>15
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:9.09pt;"></FONT>15<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Vertafore, Inc. First Lien (1 month LIBOR + 3.250%)<BR>
3.406%, 7/2/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">315<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Vertiv Group Corp. (1 month LIBOR + 3.000%)<BR>
3.156%, 3/2/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">284
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">278<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">2,349
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Manufacturing&#8212;0.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CPI Acquisition, Inc. First Lien (3 month LIBOR + 4.500%)<BR>
5.500%, 8/17/22
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">282
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">244<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Filtration Group Corp. (1 month LIBOR + 3.000%)<BR>
3.156%, 3/29/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">465
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">456<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Star US Bidco LLC (1 month LIBOR + 4.250%)<BR>
5.250%, 3/17/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">302<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">U.S. Farathane LLC Tranche B-4 (3 month LIBOR + 3.500%)<BR>
4.500%, 12/23/21
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">403
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">328<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,330
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Media / Telecom - Broadcasting&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Diamond Sports Group LLC (1 month LIBOR + 3.250%)<BR>
3.410%, 8/24/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">119
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">101<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Media / Telecom -<BR>
Broadcasting&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Nexstar Broadcasting, Inc. Tranche B-4 (1 month LIBOR + 2.750%)<BR>
2.906%, 9/18/26
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$308
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$301<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.92pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">402
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Media / Telecom - Cable/Wireless<BR>
Video&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Intelsat Jackson Holdings S.A. Tranche B-5 (6 month LIBOR + 8.00%)<BR>
8.625%, 1/2/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(10)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">260
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">262<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">UPC Broadband Holding B.V.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche B-1 (3 month LIBOR + 3.500%)<BR>
0.000%, 1/31/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(11)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">235
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">233<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:42.25%;">Tranche B-2 (3 month LIBOR + 3.500%)<BR>
0.000%, 1/31/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(11)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">240
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">238<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Ziggo Financing Partnership Tranche I (1 month LIBOR + 2.500%)<BR>
2.662%, 4/30/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">135
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">130<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.92pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">863
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Media / Telecom -<BR>
Telecommunications&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CenturyLink, Inc. Tranche B (1 month LIBOR + 2.250%)<BR>
2.406%, 3/15/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">174
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">168<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:91pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">22</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Media / Telecom -<BR>
Telecommunications&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Consolidated Communications, Inc. 2016 (1 month LIBOR + 3.000%)<BR>
4.000%, 10/5/23
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$175
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$170<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Frontier Communications Corp. Tranche B-1 (3 month LIBOR + 3.750%)<BR>
5.352%, 6/17/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">226<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Northwest Fiber LLC Tranche B, First Lien (1 month LIBOR + 5.500%)<BR>
5.656%, 4/30/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">85
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">85<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.92pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">649
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Media / Telecom - Wireless<BR>
Communications&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">CommScope, Inc. (1 month LIBOR + 3.250%)<BR>
3.406%, 4/4/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">203
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">199<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">T-Mobile USA, Inc. (1 month LIBOR + 3.000%)<BR>
3.156%, 4/1/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">560
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">561<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.92pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">760
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Retail&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Leslie&#8217;s Poolmart, Inc. Tranche B-2 (1 month LIBOR + 3.500%)<BR>
3.656%, 8/16/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">333<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Neiman Marcus Group Ltd. LLC (3 month PRIME + 7.000%)<BR>
10.250%, 10/25/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">146
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">24<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.92pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">357
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Service&#8212;0.7%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cardtronics USA, Inc. (1 month LIBOR + 4.000%)<BR>
5.000%, 6/29/27
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$260
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$259
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Carlisle Food Service Products, Inc. First Lien (1 month LIBOR + 3.000%)<BR>
4.000%, 3/20/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">398
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">358
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Dun &amp; Bradstreet Corp. (The) Tranche B (1 month LIBOR + 3.750%)<BR>
3.920%, 2/6/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">568
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">567
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">GFL Environmental, Inc. 2018 (3 month LIBOR + 3.000%)<BR>
4.000%, 5/30/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">424
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">421
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Hoya Midco LLC First Lien (3 month LIBOR + 3.500%)<BR>
4.572%, 6/30/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">113
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:9.5pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">93
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Pearl Intermediate Parent LLC First Lien (1 month LIBOR + 2.750%)<BR>
2.906%, 2/14/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">541
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">521
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Pi US Mergerco, Inc. Tranche B-1 (3 month LIBOR + 3.500%)<BR>
4.500%, 1/3/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">426
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Sedgwick Claims Management Services, Inc. 2019 (1 month LIBOR + 4.000%)<BR>
4.156%, 9/3/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">308
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">303
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:47pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:103pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">23</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Service&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">TKC Holdings, Inc. First Lien (2 month LIBOR + 3.750%)<BR>
4.750%, 2/1/23
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$218
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:5.34pt;"></FONT>204<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.75pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">3,152
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Transportation - Automotive&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Cooper-Standard Automotive, Inc. Tranche B-1 (1 month LIBOR + 2.000%)<BR>
2.750%, 11/2/23
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">452
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">381<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">First Brands Group LLC Tranche B-3, First Lien (2 month LIBOR + 7.500%)<BR>
8.500%, 2/2/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">185
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">181<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Panther BF Aggregator 2 LP First Lien (1 month LIBOR + 3.500%)<BR>
3.658%, 4/30/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">263
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">257<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:11.26pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">819
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Utility&#8212;0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">APLP Holdings LP 2020, Tranche B (1 month LIBOR + 2.500%)<BR>
3.500%, 4/14/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">247
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">243<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Brookfield WEC Holdings, Inc. (1 month LIBOR + 3.000%)<BR>
3.750%, 8/1/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">467
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:11.09pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">459<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:29.31%;">Par Value
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Utility&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">Calpine Corp. 2019 (1 month LIBOR + 2.250%)<BR>
2.410%, 4/5/26
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:29.31%;">$231
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:10.00pt;"></FONT>225<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:42.25%;">PG&amp;E Corp. (3 month LIBOR + 4.500%)<BR>
5.500%, 6/23/25
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:3pt;padding-left:9.5pt;padding-right:3.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:29.31%;">95
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:19.50pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">93<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:10.41pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,020
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:29.31%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:42.25%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:3.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Leveraged Loans<BR>
<FONT
style="text-transform:none;">(Identified Cost $27,113)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:3pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:7.25pt;padding-right:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">25,824
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:3pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">Shares
</TD><TD
style="line-height:7pt;padding-bottom:3pt;padding-right:3pt;text-align:center;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="3">Preferred Stocks&#8212;1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:73.56%;" colspan="2">Financials&#8212;1.2%
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Citigroup, Inc. Series P, 5.950%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">460<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">497
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Discover Financial Services Series D, 6.125%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">233<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">251
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Fifth Third Bancorp Series L, 4.500%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">584<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">598
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Huntington Bancshares, Inc. Series E, 5.700%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">297<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">283
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">JPMorgan Chase &amp; Co. Series HH, 4.600%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">285<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">286
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">KeyCorp Series D, 5.000%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">920<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">940
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">MetLife, Inc. Series D, 5.875%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">329<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">PNC Financial Services Group, Inc. (The) Series S, 5.000%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">755<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">804
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Truist Financial Corp. Series Q, 5.100%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:13.42pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:27.66%;">565<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:22.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">620
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:118pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:122pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">24</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:3pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3.5pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">Shares
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Financials&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Zions Bancorp NA, 6.950%
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">17,485
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:15.62pt;"></FONT>487
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:16.03pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">5,130
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Industrials&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:8pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">General Electric Co. Series D, 5.000%
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:13.42pt;padding-right:3.5pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">622<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:21.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">485
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Preferred Stocks<BR>
<FONT
style="text-transform:none;">(Identified Cost $5,594)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:16.62pt;padding-right:3pt;padding-top:2.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">5,615
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Common Stocks&#8212;81.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Communication Services&#8212;2.6%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Cellnex Telecom SA
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">176,111
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">11,282
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Clear Channel Outdoor Holdings, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:15.12pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">2,887
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:28.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">3
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.34pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">11,285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Energy&#8212;8.3%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Cheniere Energy, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">85,840
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,468
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Enbridge, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">326,715
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">10,461
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Frontera Energy Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:15.12pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,636
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:28.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Kinder Morgan, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">336,004
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,644
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Pembina Pipeline Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">144,545
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">3,579
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">TC Energy Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">164,655
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">7,683
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Williams Cos., Inc. (The)
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">226,365
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">4,699
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.34pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">35,538
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Industrials&#8212;21.4%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Aena SME SA<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">75,168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">11,222
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Atlantia SpA<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">369,210
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">5,873
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Auckland International Airport Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,104,806
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,934
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Canadian Pacific Railway Ltd.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">22,150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,549
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Ferrovial SA
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">209,474
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">5,594
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Flughafen Zuerich AG<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">24,365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">3,666
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Norfolk Southern Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">49,081
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">10,431
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Sydney Airport<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,524,691
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,432
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Transurban Group
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,423,118
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">14,128
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Union Pacific Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">75,217
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">14,475
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Vinci SA<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">86,891
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">8,148
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.34pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">91,452
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR></TABLE>
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style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">Shares
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Real Estate&#8212;8.7%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">American Tower Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">89,125
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:6.25pt;"></FONT>22,206
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Crown Castle International Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">92,460
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">15,094
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.34pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">37,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Utilities&#8212;40.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Ameren Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">76,515
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,053
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">American Electric Power Co., Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">120,145
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">9,471
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">American Water Works Co., Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">47,835
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,761
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Atmos Energy Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">53,185
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">5,309
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">CenterPoint Energy, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">230,285
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,622
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">CMS Energy Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">109,055
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,597
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Dominion Energy, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">194,935
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">15,291
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">DTE Energy Co.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">40,860
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,849
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Edison International
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">125,225
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,572
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">EDP - Energias de Portugal SA
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,337,098
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">6,769
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Emera, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">84,910
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">3,466
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Enel SpA
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">630,400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">5,709
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Essential Utilities, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">111,745
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,749
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Fortis, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">145,900
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">5,836
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Iberdrola SA
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">567,273
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">7,142
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">National Grid plc
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">800,020
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">9,017
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">NextEra Energy, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">80,226
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">22,397
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">NiSource, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">199,100
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">4,412
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Orsted A/S
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">63,878
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">9,038
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Public Service Enterprise Group, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.62pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">155,190
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">8,107
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Sempra Energy
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">92,825
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:12.00pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">11,478
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Spire, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">53,430
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">3,110
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Xcel Energy, Inc.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:11.38pt;padding-right:3.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">62,374
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">4,333
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.64pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">171,088
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Common Stocks<BR>
<FONT
style="text-transform:none;">(Identified Cost $330,098)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:9.12pt;padding-right:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">346,663
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;white-space:nowrap;width:100%;" colspan="4">Rights&#8212;0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:71.56%;" colspan="2">Utilities&#8212;0.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:0pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">Vistra Energy Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(9)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:15.12pt;padding-right:3.5pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">2,084
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:28.87pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">2
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;
text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Rights<BR>
<FONT
style="text-transform:none;">(Identified Cost $2)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:3pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:30.37pt;padding-right:3pt;
padding-top:2.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">2
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:30pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:37pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">25</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3.5pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">Shares
</TD><TD
style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;white-space:nowrap;width:100%;" colspan="4">Warrant&#8212;0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Communication Services&#8212;0.0%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:0pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:45.90%;">iHeartMedia, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(9)(15)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:15.12pt;padding-right:3.5pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,228
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:2pt;padding-right:3pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:23.12pt;"></FONT>9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Warrant<BR>
<FONT
style="text-transform:none;">(Identified Cost $21)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:30.37pt;padding-right:3pt;padding-top:2.5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Long-Term Investments&#8212;136.6%<BR>
<FONT
style="text-transform:none;">(Identified Cost $564,442)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:11pt;line-height:11pt;padding-left:9.12pt;padding-right:3pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:26.44%;">584,527<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Short-Term Investment&#8212;0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="4">Money Market Mutual Fund&#8212;0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:8pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:45.90%;">Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield
0.044%)<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(16)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:2pt;padding-right:3.5pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:25.66%;">1,580,756
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:15.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:26.44%;">1,581<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:71.56%;" colspan="2">Total Short-Term Investment<BR>
<FONT
style="text-transform:none;">(Identified Cost $1,581)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:3.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;
line-height:11pt;line-height:11pt;padding-left:16.62pt;padding-right:3pt;padding-top:2.5pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:26.44%;">1,581<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD><TD
style="padding-right:3.5pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:25.66%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:26.44%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:45.90%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">TOTAL INVESTMENTS&#8212;137.0%<BR>
(Identified Cost $566,023)
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:3.5pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:3.5pt;padding-right:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:1.88pt;"></FONT>586,108<FONT
style="padding-left:0.06pt;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(17)</SUP></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">Other assets and liabilities, net&#8212;(37.0)%
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:3.5pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:7.25pt;padding-right:3pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">(158,316<FONT
style="padding-left:0.06pt;"></FONT>)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:2pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:71.56%;" colspan="2">NET ASSETS&#8212;100.0%
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:3.5pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:3.5pt;padding-right:3pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:26.44%;">$<FONT
style="padding-left:1.88pt;"></FONT>427,792
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:100%;" colspan="2">Abbreviations:
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">BAM
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">Build America Municipal Insured
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">LIBOR
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">London Interbank Offered Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">LLC
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">Limited Liability Company
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">LLLP
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">Limited Liability Limited Partnership
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">LP
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">Limited Partnership
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">MASTR
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">Morgan Stanley Structured Asset Security
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:15.36%;">PIK
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:85.24%;">Payment-in-Kind Security
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;" colspan="2">Footnote Legend:
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:94.18%;">Security in default; no interest payments are being received during the bankruptcy proceedings.
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(2)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Regulation S security. Security is offered and sold outside of the United States, therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act
of 1933.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At August 31, 2020, these securities amounted to a value of $128,531 or 30.0% of net assets.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Variable rate security. Rate disclosed is as of August 31, 2020. For leveraged loans, the rate shown may represent a weighted average interest rate. Information in parenthesis
represents benchmark and reference rate for each security. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current
market conditions, or, for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Interest payments may be deferred.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(6)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">No contractual maturity date.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(7)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Amount is less than $500.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(8)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">47% of the income received was in cash and 53% was in PIK.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(9)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of
Investments.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(10)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Security in default, interest payments are being received during the bankruptcy proceedings.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(11)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:94.18%;">This loan will settle after August 31, 2020, at which time the interest rate, based on the LIBOR and the agreed upon spread on trade date, will be reflected.
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:57pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:76pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">26</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:11pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(12)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">99% of the income received was in cash and 1% was in PIK.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(13)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Value shown as par value.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Interest may be forfeited.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(15)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Non-income producing.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(16)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Shares of this fund are publicly offered, and its prospectus and annual report are publicly available.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(17)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:94.18%;">All or a portion of the portfolio segregated as collateral for borrowings.
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:39.64%;">Foreign Currencies:
</TD><TD
style="line-height:8pt;padding-top:6pt;text-align:left;vertical-align:top;width:61.26%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:39.64%;">MXN
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:61.26%;">Mexican Peso
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:95.48%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:4pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:100%;" colspan="2">Country Weightings<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">&#8224;</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:89.91%;">United States
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:6pt;padding-right:9pt;padding-top:1.88pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.09%;">65%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Canada
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">8
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Spain
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">6
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Australia
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">4
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Italy
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">2
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:89.91%;">United Kingdom
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">2
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Denmark
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">2
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Other
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:6pt;padding-right:9pt;padding-top:1pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">11
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;
padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Total
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:9pt;
padding-top:1.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">100%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;
padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:100%;" colspan="2"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">&#8224;</SUP> % of total investments as of August 31, 2020.
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:341pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:357pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">27</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">Virtus Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">The following table
summarizes the market value of the Fund&#8217;s investments as of August 31, 2020, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-bottom:3pt;padding-right:14pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:41.41%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-bottom:3pt;padding-left:14pt;padding-right:14pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.20%;">Total<BR>
Value at<BR>
August 31, 2020
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-bottom:3pt;padding-left:14pt;padding-right:14pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.25%;">Level 1<BR>
Quoted Prices
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-bottom:3pt;padding-left:14pt;padding-right:14pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.07%;">Level 2<BR>
Significant<BR>
Observable<BR>
Inputs
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-bottom:3pt;padding-left:14pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.11%;">Level 3<BR>
Significant<BR>
Unobservable<BR>
Inputs
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:14pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:41.41%;">Assets:
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:bottom;width:15.20%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:bottom;width:13.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:bottom;width:11.07%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-top:1.88pt;text-align:center;vertical-align:bottom;width:15.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Debt Securities:
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:15.20%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:13.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:11.07%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:15.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Asset-Backed Securities
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-right:14pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.20%;">$<FONT
style="padding-left:4pt;"></FONT>19,285
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-right:14pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.25%;">$<FONT
style="padding-left:18pt;"></FONT>&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-right:14pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.07%;">$<FONT
style="padding-left:4pt;"></FONT>19,285
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-top:1pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:15.11%;">$&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Corporate Bonds and Notes
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">126,317
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">126,317
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:24pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Foreign Government Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">25,215
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">25,215
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Leveraged Loans
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">25,824
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">25,824
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Mortgage-Backed Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">34,002
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">34,002
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Municipal Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">1,595
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">1,595
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Equity Securities:
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:15.20%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:13.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:11.07%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:15.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Common Stocks
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">346,663
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">346,663
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Preferred Stocks
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">5,615
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:32pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">487
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">5,128
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:41.41%;">Rights
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:40pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">2
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">2
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:41.41%;">Warrant
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:40pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">9
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Money Market Mutual Fund
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.20%;">1,581
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.25%;">1,581
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.07%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:14pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Total Investments
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:14pt;padding-right:14pt;
padding-top:1.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.20%;">$586,108
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:14pt;padding-right:14pt;
padding-top:1.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.25%;">$348,731
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:14pt;padding-right:14pt;
padding-top:1.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.07%;">$237,366
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:14pt;padding-top:1.88pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:14pt;padding-top:1.88pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.11%;">$11
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:2.45%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:98.13%;">Includes internally fair valued securities currently priced at zero ($0).
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Security held by the Fund
with an end of period value of $9 was transferred from Level 2 to Level 3 due to a decrease in trading activities during the period.</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Securities held by the Fund
with an end of period value of $419 were transferred from Level 3 to Level 2 due to an increase in trading activities during the period.</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Some of the Fund&#8217;s
investments that were categorized as Level 3 were valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information
could result in a significantly lower or higher value of Level 3 investments.</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Management has determined
that the amount of Level 3 securities compared to total net assets is not material; therefore, the rollforward of Level 3 securities and assumptions are not shown for the period ended August 31, 2020.</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:140pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">28</DIV>
</DIV>
</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:15pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:7pt;text-align:left;text-decoration:none;text-transform:none;">Note&nbsp;1.&nbsp;Significant
Accounting Policies</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">The Fund utilizes
a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Fund&#8217;s policy is to recognize transfers into and out of Level 3 at the end of
the reporting period.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:84.816pt;text-align:left;text-decoration:none;text-indent:-50.22pt;
text-transform:none;">&#8226;&nbsp;&nbsp;&nbsp;&nbsp;Level 1 &#8211;&nbsp;quoted prices in active markets for identical securities (security types generally include listed equities).</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:84.816pt;text-align:left;text-decoration:none;text-indent:-50.22pt;
text-transform:none;">&#8226;&nbsp;&nbsp;&nbsp;&nbsp;Level 2 &#8211;&nbsp;prices determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk,
etc.).</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:84.816pt;text-align:left;text-decoration:none;text-indent:-50.22pt;
text-transform:none;">&#8226;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 &#8211;&nbsp;prices determined using significant unobservable inputs (including the Valuation Committee&#8217;s own assumptions in determining the fair value of
investments).</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:34.596pt;text-align:left;text-decoration:none;text-transform:none;">A description
of the valuation techniques applied to the Fund&#8217;s major categories of assets and liabilities measured at fair value on a recurring basis is as follows:</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:34.596pt;text-align:left;text-decoration:none;text-transform:none;">Equity
securities are valued at the official closing price (typically last sale) on the exchange on which the securities are primarily traded or, if no closing price is available, at the last bid price and are categorized as
Level 1 in the hierarchy. Restricted equity securities and private placements that are illiquid, or are internally fair valued by the Valuation Committee, are generally categorized as Level 3 in the hierarchy.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:34.596pt;text-align:left;text-decoration:none;text-transform:none;">Certain
non-U.S. securities may be fair valued in cases where closing prices are not readily available or are deemed not reflective of readily available market prices. For example, significant events (such as movement in the
U.S. securities market, or other regional and local developments) may occur between the time that non-U.S. markets close (where the security is principally traded) and the time that the Fund calculates its net asset
value (&#8220;NAV&#8221;) at the close of regular trading on the New York Stock Exchange (&#8220;NYSE&#8221;) (generally 4 p.m. Eastern time) that may impact the value of securities traded in these non-U.S. markets.
In such cases, the Fund fair values non-U.S. securities using an independent pricing service which considers the correlation of the trading patterns of the non-U.S. security to the intraday trading in the U.S. markets
for investments such as American Depositary Receipts, financial futures, Exchange Traded Funds (&#8220;ETFs&#8221;), and certain indexes, as well as prices for similar securities. Such fair valuations are categorized
as Level 2 in the hierarchy. Because the frequency of significant events is not predictable, fair valuation of certain non-U.S. common stocks may occur on a frequent basis.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:34.596pt;text-align:left;text-decoration:none;text-transform:none;">Debt
securities, including restricted securities, are valued based on evaluated quotations received from independent pricing services or from dealers who make markets in such securities. For most bond types, the pricing
service utilizes matrix pricing that considers one or more of the following factors: yield or price of bonds of comparable quality, coupon, maturity, current cash flows, type, and current day trade information, as
well as dealer supplied prices. These valuations are generally categorized as Level 2 in the hierarchy. Structured debt instruments, such as mortgage-backed and asset-backed securities, may also incorporate collateral
analysis and utilize cash flow models for valuation and are generally categorized as Level 2 in the hierarchy. Pricing services do not provide pricing for all securities, and therefore indicative bids from dealers are
utilized which are based on pricing models used by market makers in the security and</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:19pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">29</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
(Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2020</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">are generally categorized as
Level 2 in the hierarchy. Debt securities that are internally fair valued by the Valuation Committee are generally categorized as Level 3 in the hierarchy.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">Listed
derivatives, such as options, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward
currency contracts and equity-linked instruments, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">Investments in
open-end mutual funds are valued at NAV. Investments in closed-end funds and ETFs are valued as of the close of regular trading on the NYSE each business day. Each is categorized as Level 1 in the hierarchy.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">A summary of the
inputs used to value the Fund&#8217;s net assets by each major security type is disclosed at the end of the Schedule of Investments for the Fund. The inputs or methodologies used for valuing securities are not
necessarily an indication of the risk associated with investing in those securities.</DIV>
</DIV>
<DIV
style="margin-top:314pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:6.5pt;font-style:Normal;font-weight:Normal;line-height:9.5pt;margin-top:328pt;text-align:center;text-decoration:none;text-transform:none;">For additional information
about significant accounting policies, refer to the Fund&#8217;s most recent semi or annual report.</DIV>
</DIV>
<DIV
style="margin-top:5.5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">30</DIV>
</DIV>
</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
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