<SEC-DOCUMENT>0001193125-21-310922.txt : 20211028
<SEC-HEADER>0001193125-21-310922.hdr.sgml : 20211028
<ACCEPTANCE-DATETIME>20211028131056
ACCESSION NUMBER:		0001193125-21-310922
CONFORMED SUBMISSION TYPE:	N-30B-2
PUBLIC DOCUMENT COUNT:		3
CONFORMED PERIOD OF REPORT:	20210831
FILED AS OF DATE:		20211028
DATE AS OF CHANGE:		20211028
EFFECTIVENESS DATE:		20211028

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:			1130

	FILING VALUES:
		FORM TYPE:		N-30B-2
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05620
		FILM NUMBER:		211356729

	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>N-30B-2
<SEQUENCE>1
<FILENAME>d238081dn30b2.htm
<DESCRIPTION>VIRTUS TOTAL RETURN FUND INC.
<TEXT>
<HTML><HEAD>
<TITLE>Virtus Total Return Fund Inc.</TITLE>
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<BODY BGCOLOR='WHITE'>
  <DIV style="width:100%;"> <DIV style="float:right;overflow:hidden;position:relative;width:44.33%;" type="Block"> <DIV style="margin-top:0pt;text-align:Right;width:100%;">
<IMG src="g238081imgae800cb01.gif" alt=" "> </DIV> </DIV> <DIV style="clear:both;"> <DIV style="clear:both;width:81.70%;" type="Block">
<DIV style="clear:both;color:#000000;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:Normal;line-height:14pt;text-align:left;text-decoration:none;text-transform:none;">QUARTERLY REPORT</DIV> </DIV> </DIV>
<DIV style="margin-top:6pt;overflow:hidden;width:100%;" type="Block"> <HR noshade="noshade" style="background-color:#000000;height:1pt;"> </DIV> <DIV style="margin-top:18pt;width:81.70%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">August 31, 2021</DIV> </DIV>
<DIV style="margin-top:111pt;width:93.56%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:14pt;font-style:Normal;font-weight:Normal;line-height:17pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Virtus Total Return Fund Inc.</DIV> </DIV>
<DIV style="margin-top:142pt;width:92.53%;" type="Block"> <HR noshade="noshade" style="background-color:#000000;border-bottom:0pt;border-left:0pt;border-right:0pt;border-top:0.5pt solid #000000;height:0.5pt;width:100%;" align="Left">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:10pt;text-align:justify;text-decoration:none;text-transform:none;">As permitted by regulations adopted by the Securities and
Exchange Commission, paper copies of the Fund&#8217;s shareholder reports like this one will no longer be sent by mail, unless specifically requested from the Fund or from your financial intermediary, such as a broker-dealer or bank. Instead, the
reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be
affected by this change and you need not take any action.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:10pt;text-align:justify;text-decoration:none;text-transform:none;">You may elect at any time to receive not only shareholder
reports but also certain other communications from the Fund electronically, or you may elect to receive paper copies of all future shareholder reports free of charge to you. If you own your shares directly with the Fund, you may make such elections
by calling the Fund at 1-866-270-7788 or, with respect to requesting electronic delivery, by visiting www.virtus.com. If you own your shares through a financial intermediary, please contact your financial intermediary to make your request and to
determine whether your election will apply to all funds in which you own shares through that intermediary.</DIV> </DIV> <DIV style="margin-top:2pt;overflow:hidden;width:100%;" type="Block">
<HR noshade="noshade" style="background-color:#000000;height:1pt;"> </DIV> <DIV style="margin-top:24pt;width:90.46%;" type="Block"> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
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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:none;">FUND DISTRIBUTIONS AND MANAGED DISTRIBUTION PLAN</DIV> </DIV>
<DIV style="margin-top:26pt;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:6pt;text-align:left;text-decoration:none;text-transform:none;">The
Board of Directors (the &#8220;Board,&#8221; or the &#8220;Directors&#8221;) of Virtus Total Return Fund Inc. (the &#8220;Fund&#8221;) has adopted a Managed Distribution Plan (the &#8220;Plan&#8221;) which currently provides for the Fund to make a
monthly distribution at the rate of $0.08 per share. Under the terms of the Plan, the Fund seeks to maintain a consistent distribution level that may be paid in part or in full from net investment income, realized capital gains, and a return of
capital, or a combination thereof.</DIV> <DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">If the Fund estimates
that it has distributed more than its income and capital gains in a particular period, a portion of your distribution may be a return of capital. A return of capital may occur, for example, when some or all of the money that you invested in the Fund
is paid back to you. A return of capital distribution does not necessarily reflect the Fund&#8217;s investment performance and should not be confused with &#8220;yield&#8221; or &#8220;income.&#8221;</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">You should not draw any conclusions about the Fund&#8217;s
investment performance from the amount of the Fund&#8217;s distributions or from the terms of the Fund&#8217;s Plan.</DIV>
<DIV style="color:#000000;font-family:Arial;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 amounts and sources of distributions reported in the
Fund&#8217;s notices issued pursuant to Section 19(a) of the Investment Company Act of 1940 are only estimates and are not being provided for tax reporting purposes. The actual amounts and sources of the amounts for tax reporting purposes will
depend upon the Fund&#8217;s investment results during its fiscal year and may be subject to changes based on tax regulations. The Fund will send shareholders a Form 1099-DIV for the calendar year that will tell you how to report distributions for
federal income tax purposes.</DIV> <DIV style="color:#000000;font-family:Arial;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 Board may amend, suspend
or terminate the Plan at any time, without prior notice to shareholders, if it deems such action to be in the best interest of the Fund and its shareholders.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Information on the Fund is available through the closed-end
fund section on the web at<BR> www.Virtus.com. Section 19(a) notices are posted on the website at:<BR> <FONT style="color:#0000FF;text-decoration:underline;">https://www.virtus.com/products/virtus-total-return-fund</FONT>.</DIV> </DIV> </DIV>
<DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
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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:none;">MESSAGE TO SHAREHOLDERS</DIV> </DIV> <DIV style="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:3pt;text-align:left;text-decoration:none;text-transform:none;">Dear Virtus Total Return Fund Inc. Shareholder:</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:3pt;text-align:left;text-decoration:none;text-transform:none;">I am pleased to present this quarterly report, which reviews
the performance of Virtus Total Return Fund Inc. for the quarter ended August 31, 2021.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:3pt;text-align:left;text-decoration:none;text-transform:none;">For the period, the Fund&#8217;s net asset value (NAV) returned
2.04%, including $0.24 in reinvested distributions, and its market price returned (1.99%). For the same period, the Fund&#8217;s composite benchmark, which consists of 60% FTSE Developed Core Infrastructure 50/50 Index (net) (representing equities)
and 40% Bloomberg U.S. Aggregate Bond Index (representing fixed income and formerly known as the Bloomberg Barclays U.S. Aggregate Bond Index), returned 1.99%, including reinvested dividends. The underlying indexes returned 2.22% for equities and
1.63% for fixed income for the period.</DIV> <DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:3pt;text-align:left;text-decoration:none;text-transform:none;">On behalf of the
Fund and its investment management teams, I thank you for entrusting your assets to us. Should you have questions about your account or require assistance, please visit the <FONT style="color:#0000FF;text-decoration:underline;">closed-end fund
section</FONT> of <FONT style="color:#0000FF;text-decoration:underline;">Virtus.com</FONT>, or call our customer service team at 866-270-7788. We appreciate your business and remain committed to your long-term financial success.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:3pt;text-align:left;text-decoration:none;text-transform:none;">Sincerely,</DIV>
<DIV style="margin-top:16pt;text-align:Left;width:112pt;">
<IMG src="g238081imgb9a168102.jpg" alt=" "> </DIV> <DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:2pt;text-align:left;text-decoration:none;text-transform:none;">George R.
Aylward<BR> President, Chief Executive Officer, and Director<BR> Virtus Total Return Fund Inc.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:2pt;text-align:left;text-decoration:none;text-transform:none;">October 2021</DIV>
<HR noshade="noshade" style="background-color:#000000;border-bottom:0pt;border-left:0pt;border-right:0pt;border-top:0.5pt solid #000000;height:0.5pt;width:26%;" align="Left">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:italic;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Performance data quoted represents past results. Past
performance is no guarantee of future results, and current performance may be higher or lower than the performance shown above.</DIV> </DIV> <DIV style="width:23.97%;" type="Block"> </DIV> <DIV style="margin-top:17pt;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;">
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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:none;">KEY INVESTMENT TERMS AND RISKS</DIV> </DIV>
<DIV style="margin-top:26pt;width:100%;" type="Block"> <DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">ABS/MBS:<FONT
 style="font-weight:Normal;"> Changes in interest rates can cause both extension and prepayment risks for asset- and mortgage-backed securities. These securities are also subject to risks associated with the repayment of underlying
collateral.</FONT></DIV> <DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Bloomberg U.S. Aggregate Bond Index: <FONT
 style="font-weight:Normal;">The Bloomberg Barclays U.S. Aggregate Bond Index measures the U.S. investment-grade fixed-rate bond market. The index is calculated on a total return basis. The index is unmanaged, its returns do not reflect any fees,
expenses, or sales charges, and it is not available for direct investment.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Credit &amp; Interest:<FONT style="font-weight:Normal;"> Debt
securities are subject to various risks, the most prominent of which are credit and interest rate risk. The issuer of a debt security may fail to make interest and/or principal payments. Values of debt securities may rise or fall in response to
changes in interest rates, and this risk may be enhanced with longer-term maturities.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Equity Securities: <FONT style="font-weight:Normal;">The market
price of equity securities may be adversely affected by financial market, industry, or issuer-specific events. Focus on a particular style or on small or medium-sized companies may enhance that risk.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Foreign Investing:<FONT style="font-weight:Normal;"> Investing
internationally involves additional risks such as currency, political, accounting, economic, and market risk.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">FTSE Developed Core Infrastructure 50/50 Index (net): <FONT
 style="font-weight:Normal;">The FTSE Developed Core Infrastructure 50/50 Index (net) is a free float-adjusted market capitalization-weighted index that gives participants an industry-defined interpretation of infrastructure and adjust the exposure
to certain infrastructure sub-sectors. The constituent weights for the index are 50% utilities, 30% transportation including capping of 7.5% for railroads/railways, and a 20% mix of other sectors including pipelines, satellites, and
telecommunication towers. The index is calculated on a total return basis with net dividends reinvested. The index is unmanaged, its returns do not reflect any fees, expenses, or sales charges, and it is not available for direct
investment.</FONT></DIV> <DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Fundamental Risk of Investing: <FONT
 style="font-weight:Normal;">There can be no assurance that the Fund will achieve its investment objectives. An investment in the shares of the Fund is subject to loss of principal; shares may decrease in value.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">High Yield-High Risk Fixed Income Securities:<FONT
 style="font-weight:Normal;"> There is a greater level of credit risk and price volatility involved with high yield securities than investment grade securities.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Leveraged Loans:<FONT style="font-weight:Normal;"> Loans may be
unsecured or not fully collateralized, may be subject to restrictions on resale and/or may trade infrequently on the secondary market. Loans can carry significant credit and call risk, can be difficult to value and have longer settlement times than
other investments, which can make loans relatively illiquid at times.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Leverage:<FONT style="font-weight:Normal;"> When a fund leverages
its portfolio, the value of its shares may be more volatile and all other risks may be compounded.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Market Price/NAV:<FONT style="font-weight:Normal;"> At the time
of purchase and/or sale, an investor&#8217;s shares may have a market price that is above or below the fund&#8217;s NAV, which may increase the investor&#8217;s risk of loss.</FONT></DIV> </DIV>
<DIV style="margin-top:111pt;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:126pt;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;">
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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)</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, 2021</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="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV> <DIV style="text-align:center;">
<TABLE style="border-collapse:separate;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:46.50%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">Par
 Value </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:21.88%;">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">U.S.
 Government Security&#8212;0.1% </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:46.50%;">U.S.
 Treasury Notes<BR> 0.250%, 5/31/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</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:4pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;485
 </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:2pt;padding-right:3pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$
<FONT style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;479 </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:2pt; padding-top:2.5pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:76.12%;" colspan="2">Total
 U.S. Government Security<BR> <FONT style="text-transform:none;">(Identified Cost $484)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt; padding-top:2.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;479
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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">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:2pt;padding-top:1pt;text-align:left;text-decoration:none; text-transform:none;vertical-align:bottom;white-space:nowrap;width:76.12%;" colspan="2">California&#8212;0.1%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">University
 of California, Series B-A, Taxable<BR> 4.428%, 5/15/48<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;323
 </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:76.12%;" colspan="2">Idaho&#8212;0.1%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Idaho
 Health Facilities Authority Saint Luke&#8217;s Health System Revenue Taxable<BR> 5.020%, 3/1/48<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;463
 </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:76.12%;" colspan="2">Illinois&#8212;0.0%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Sales
 Tax Securitization Corp. Series B, Second Lien, Taxable (BAM Insured)<BR> 3.411%, 1/1/43<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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:76.12%;" colspan="2">Texas&#8212;0.0%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">State
 of Texas, General Obligation Taxable<BR> 3.211%, 4/1/44<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;117
 </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:76.12%;" colspan="2">Virginia&#8212;0.2%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#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:46.50%;">City
 of Bristol, General Obligation Taxable (State AID Withholding Insured)<BR> 4.210%, 1/1/42<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;607
 </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:2pt; padding-top:2.5pt;text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:76.12%;" 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:4pt;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:7.75pt;padding-right:3pt; padding-top:2.5pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;1,603
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#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:46.50%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;3.8% </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:46.50%;">Bolivarian
 Republic of Venezuela </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">9.375%,
 1/13/34<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(2)</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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;23
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">RegS
<BR> 8.250%, 10/13/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(2)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Dominican
 Republic </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 6.875%, 1/29/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">144A
<BR> 5.950%, 1/25/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;323
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 4.500%, 1/30/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">144A
<BR> 5.875%, 1/30/60<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Emirate
 of Dubai Government International Bonds RegS<BR> 5.250%, 1/30/43<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Federative
 Republic of Brazil<BR> 3.875%, 6/12/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;211
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Kingdom
 of Saudi Arabia </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 3.625%, 3/4/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;477
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 4.500%, 10/26/46<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;752
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Oman
 Government International Bond 144A<BR> 7.375%, 10/28/32<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;870
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;&#8199;1,009
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Argentina </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">1.125%,
 7/9/35<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;870
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;304
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2.500%,
 7/9/41<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;725
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Colombia </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">3.125%,
 4/15/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;605
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;591
 </TD></TR>
<TR style="page-break-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:46.50%;">4.125%,
 5/15/51<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;238
 </TD></TR></TABLE> </DIV> </DIV> <DIV style="clear:both;"> <DIV style="clear:both;width:100%;" type="Block"> </DIV> </DIV> <DIV style="padding-top:69pt;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;">3</DIV> </DIV> </DIV>
<DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:46.50%;">Republic
 of Cote d&#8217;Ivoire 144A<BR> 6.375%, 3/3/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;320
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Republic
 of Ecuador 144A<BR> 1.000%, 7/31/35<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Egypt </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 7.600%, 3/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;697
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 8.500%, 1/31/47<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;210
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of El Salvador 144A<BR> 5.875%, 1/30/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Indonesia </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2.850%,
 2/14/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8199;&#8199;&#8199;1,145
 </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;
width:21.88%;">&#8199;&#8199;&#8199;1,202
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 4.350%, 1/8/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;234
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Republic
 of Nigeria </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 6.500%, 11/28/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;211
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 7.875%, 2/16/32<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Pakistan </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 8.250%, 9/30/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
<BR> 6.875%, 12/5/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Republic
 of Panama<BR> 4.300%, 4/29/53<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;224
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Philippines<BR> 3.700%, 3/1/41<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;430
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of South Africa<BR> 4.850%, 9/27/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;327
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Republic
 of Turkey </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">4.875%,
 10/9/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;278
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">6.125%,
 10/24/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">7.625%,
 4/26/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">5.250%,
 3/13/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Republic
 of Venezuela RegS<BR> 7.650%, 4/21/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(2)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;83
 </TD></TR>
<TR style="page-break-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:46.50%;">State
 of Israel<BR> 2.750%, 7/3/30<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;450
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;484
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:46.50%;">State
 of Qatar </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 3.750%, 4/16/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;505
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$
<FONT style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;575 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 4.400%, 4/16/50<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Ukraine
 Government </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 6.876%, 5/21/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;385
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
<BR> 7.253%, 3/15/33<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;863
 </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:46.50%;">United
 Mexican States<BR> 4.500%, 1/31/50<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;665
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;723
 </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:76.12%;" colspan="2">Total
 Foreign Government Securities<BR> <FONT style="text-transform:none;">(Identified Cost $17,662)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt;padding-top:2.5pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;17,130
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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;7.2% </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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:76.12%;" colspan="2">Non-Agency&#8212;7.2%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Ajax
 Mortgage Loan Trust 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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;347
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Aligned
 Data Centers Issuer LLC 2021-1A, A2 144A<BR> 1.937%, 8/15/46<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;593
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">American
 Homes 4 Rent Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;1,071
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;169
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;371
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">AMSR
 Trust 2021-SFR2, C 144A<BR> 1.877%, 8/17/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Angel
 Oak Mortgage Trust I LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;98
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;99
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;116
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;117
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Arroyo
 Mortgage Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">2021-1R,
 A1 144A<BR> 1.175%, 10/25/48<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;321
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<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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;321
 </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;margin-top:28pt;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;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Non-Agency&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(5)</SUP> </TD>
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<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Banc
 of America Funding Trust 2005-1, 1A1<BR> 5.500%, 2/25/35<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Bayview
 Opportunity Master Fund IVa Trust </TD>
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<TD 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:46.50%;">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;">(1)(4)</SUP> </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;823
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<TD 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:46.50%;">2017-SPL5,
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 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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;660
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;714
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;441
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;450
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Citigroup
 Mortgage Loan Trust, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;168
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;169
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<TD 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:46.50%;">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;">(1)(4)(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CoreVest
 American Finance Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;224
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;235
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<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;421
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Credit
 Suisse First Boston Mortgage Securities Corp. 2003-AR30, 5A1<BR> 2.560%, 1/25/34<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;102
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Credit
 Suisse Mortgage Capital Trust 2020-RPL4, A1 144A<BR> 2.000%, 1/25/60<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;441
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Dominion
 Mortgage Trust 2021-RTL1, A1 144A<BR> 2.487%, 7/25/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;705
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;705
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Ellington
 Financial Mortgage Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">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;">(1)(4)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;111
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;113
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">Par
 Value </TD>
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<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:21.88%;">Value
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Non-Agency&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-2,
 A3 144A<BR> 1.291%, 6/25/66<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;645
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;645
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">FirstKey
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2020-SFR1,
 B 144A<BR> 1.740%, 8/17/37<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;315
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;319
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2020-SFR2,
 B 144A<BR> 1.567%, 10/19/37<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;710
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2021-SFR1,
 D 144A<BR> 2.189%, 8/17/38<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;712
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Galton
 Funding Mortgage Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;82
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;83
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;47
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;48
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2020-H1,
 A1 144A<BR> 2.310%, 1/25/60<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;179
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;182
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;965
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;970
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Home
 Partners of America Trust 2020-2, A 144A<BR> 1.532%, 1/17/41<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;326
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;324
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">JPMorgan
 Chase Mortgage Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2014-5,
 B2 144A<BR> 2.891%, 10/25/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;205
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;211
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;164
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;167
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;482
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;144
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;146
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Mello
 Warehouse Securitization Trust 2021-2, C (1 month LIBOR + 1.100%, Cap N/A, Floor 1.100%) 144A<BR> 1.184%, 4/25/55<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;190
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;190
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">MetLife
 Securitization Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">2017-1A,
 M1 144A<BR> 3.511%, 4/25/55<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;241
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;253
 </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;">5</DIV> </DIV> </DIV>
<DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Non-Agency&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;378
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;389
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Mill
 City Mortgage Loan Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2017-1,
 M2 144A<BR> 3.250%, 11/25/58<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(5)</SUP> </TD>
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD 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:46.50%;">2017-2A,
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;140
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<TD 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:46.50%;">2018-EXP2,
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<TD 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:46.50%;">2019-EXP3,
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;71
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Preston
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;664
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2020-3,
 A1 144A<BR> 2.857%, 9/25/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;726
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2020-6,
 A1 144A<BR> 2.363%, 11/25/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;191
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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:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2021-2,
 A1 144A<BR> 2.115%, 3/25/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;150
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;150
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Non-Agency&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-3,
 A1 144A<BR> 1.867%, 4/25/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;447
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;449
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-RPL1,
 A1 144A<BR> 1.319%, 7/25/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;185
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Pretium
 Mortgage Credit Partners I LLC 2020-NPL3, A1 144A<BR> 3.105%, 6/27/60<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;566
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;572
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Progress
 Residential Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-SFR3,
 D 144A<BR> 2.288%, 5/17/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;830
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;838
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;525
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;533
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2019-SFR2,
 D 144A<BR> 3.794%, 5/17/36<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;238
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;280
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;285
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2021-SFR6,
 C 144A<BR> 1.855%, 7/17/38<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;408
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;416
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Residential
 Mortgage Loan Trust 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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Sequoia
 Mortgage Trust 2013-8, B1<BR> 3.495%, 6/25/43<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;136
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">SG
 Residential Mortgage Trust 2019-3, A1 144A<BR> 2.703%, 9/25/59<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;333
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Starwood
 Mortgage Residential Trust 2021-3, A3 144A<BR> 1.518%, 6/25/56<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;116
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;116
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Towd
 Point Mortgage Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2016-4,
 B1 144A<BR> 3.842%, 7/25/56<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">2017-1,
 A2 144A<BR> 3.500%, 10/25/56<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;151
 </TD></TR>
<TR style="page-break-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:46.50%;">2019-4,
 A2 144A<BR> 3.250%, 10/25/59<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;445
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;476
 </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;">6</DIV> </DIV> </DIV>
<DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Non-Agency&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;385
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;410
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;414
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2018-6,
 A1B 144A<BR> 3.750%, 3/25/58<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;348
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;510
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2019-2,
 A2 144A<BR> 3.750%, 12/25/58<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;553
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;762
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Tricon
 American Homes Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;612
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2020-SFR2,
 D 144A<BR> 2.281%, 11/17/39<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;519
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">UBS
 Commercial Mortgage Trust 2012-C1, D 144A<BR> 5.736%, 5/10/45<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">VCAT
 LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-NPL1,
 A2 144A<BR> 4.826%, 12/26/50<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;120
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-NPL3,
 A1 144A<BR> 1.743%, 5/25/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;494
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2021-NPL4,
 A1 144A<BR> 1.868%, 8/25/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;705
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Vericrest
 Opportunity Loan Trust C LLC 2021-NPL9, A1 144A<BR> 1.992%, 5/25/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;262
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Vericrest
 Opportunity Loan Trust XCII LLC 2021-NPL1, A1 144A<BR> 1.893%, 2/27/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;508
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Verus
 Securitization Trust 2019-4, M1 144A<BR> 3.207%, 11/25/59<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;224
 </TD></TR>
<TR style="page-break-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:46.50%;">Visio
 Trust 2020-1R, A2 144A<BR> 1.567%, 11/25/55<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;189
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;190
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Non-Agency&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Wells
 Fargo Commercial Mortgage Trust 2014-C24, AS<BR> 3.931%, 11/15/47<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;160
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$
<FONT style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;171<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:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;214
<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:46.50%;">ZH
 Trust 2021-1, A 144A<BR> 2.253%, 2/18/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;190
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;190
<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:46.50%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.83pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;32,565
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#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:76.12%;" colspan="2">Total
 Mortgage-Backed Securities<BR> <FONT style="text-transform:none;">(Identified Cost $32,104)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;32,565
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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;5.7% </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:76.12%;" colspan="2">Automobiles&#8212;2.4%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">ACC
 Auto Trust 2021-A, C 144A<BR> 3.790%, 4/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;748
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">ACC
 Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2019-1,
 B 144A<BR> 4.470%, 10/20/22<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;196
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;198
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2021-1,
 C 144A<BR> 2.080%, 12/20/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;596
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">American
 Credit Acceptance Receivables Trust 2019-2, C 144A<BR> 3.170%, 6/12/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;200
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;375
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;385
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Avis
 Budget Rental Car Funding LLC (AESOP) 2019-2A, D 144A<BR> 3.040%, 9/22/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;595
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;598
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;356
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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: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:46.50%;">Drive
 Auto Receivables Trust 2019-4, C<BR> 2.510%, 11/17/25<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;350
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<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>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;354
 </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;">7</DIV> </DIV> </DIV>
<DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Automobiles&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Exeter
 Automobile Receivables Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">2019-1A,
 D 144A<BR> 4.130%, 12/16/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;330
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2019-2A,
 C 144A<BR> 3.300%, 3/15/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;229
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;231
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2019-2A,
 E 144A<BR> 4.680%, 5/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;670
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;711
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2019-4A,
 C 144A<BR> 2.440%, 9/16/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;415
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;419
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">GLS
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<TD style="line-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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">2019-4A,
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD 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:46.50%;">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;">(1)(4)</SUP> </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">GLS
 Auto Receivables Trust 2018-3A, C 144A<BR> 4.180%, 7/15/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;515
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hertz
 Vehicle Financing III LP 2021-2A, A 144A<BR> 1.680%, 12/27/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;945
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;305
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;308
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Prestige
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">2017-1A,
 C 144A<BR> 2.810%, 1/17/23<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;62
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;62
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<TD 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:46.50%;">2019-1A,
 D 144A<BR> 3.010%, 8/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;353
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;351
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">United
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<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:46.50%;">2019-1,
 D 144A<BR> 3.470%, 8/12/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;217
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;218
 </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:46.50%;">&#160; </TD>
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<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<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;white-space:nowrap;width:76.12%;" colspan="2">Automobiles&#8212;continued
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD 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:46.50%;">2019-1,
 E 144A<BR> 4.290%, 8/12/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<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:46.50%;">Veros
 Automobile Receivables Trust 2020-1, B 144A<BR> 2.190%, 6/16/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;669
 </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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;10,798
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Consumer
 Loans&#8212;0.1% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Republic
 Finance Issuance Trust 2020-A, A 144A<BR> 2.470%, 11/20/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;475
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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;width:76.12%;" colspan="2">Credit
 Card&#8212;0.2% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;325
 </TD></TR>
<TR style="page-break-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:46.50%;">Mercury
 Financial Credit Card Master Trust 2021-1A, A 144A<BR> 1.540%, 3/20/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;592
 </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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;917
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Equipment&#8212;0.2%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">BCC
 Funding XVII LLC 2020-1, D 144A<BR> 4.890%, 9/22/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">NMEF
 Funding LLC 2019-A, A 144A<BR> 2.730%, 8/17/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;77
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;77
 </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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;669
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:97pt;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:131pt;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;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Other&#8212;2.8%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Amur
 Equipment Finance Receivables IX LLC 2021-1A, C 144A<BR> 1.750%, 6/21/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
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<TD 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:46.50%;">2017-A,
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;607
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;79
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<TD 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:46.50%;">2021-1A,
 B 144A<BR> 2.050%, 11/21/33<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<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:46.50%;">FAT
 Brands Royalty LLC 2021-1A, A2 144A<BR> 4.750%, 4/25/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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<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:46.50%;">&#160; </TD>
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<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;white-space:nowrap;width:76.12%;" colspan="2">Other&#8212;continued
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;277
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD 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:46.50%;">FREED
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<TD style="line-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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">2019-1,
 B 144A<BR> 3.870%, 6/18/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;46
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2019-2,
 B 144A<BR> 3.190%, 11/18/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;283
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;285
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hardee&#8217;s
 Funding LLC 2020-1A, A2 144A<BR> 3.981%, 12/20/50<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;597
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;637
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">HIN
 Timeshare Trust 2020-A, C 144A<BR> 3.420%, 10/9/39<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;170
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;176
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;434
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;465
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<TD 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:46.50%;">Lendmark
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">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;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;347
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2021-1A,
 A 144A<BR> 1.900%, 11/20/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;590
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;599
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;595
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;606
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">NBC
 Funding LLC 2021-1, A2 144A<BR> 2.989%, 7/30/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;475
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;478
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Oasis
 LLC 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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;237
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;239
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Oasis
 Securitization Funding LLC 2021-1A, A 144A<BR> 2.579%, 2/15/33<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;264
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;264
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Octane
 Receivables Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;132
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;133
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2019-1A,
 C 144A<BR> 4.740%, 6/20/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;755
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;787
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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:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">2020-1A,
 B 144A<BR> 1.980%, 6/20/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;720
 </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:49pt;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;">9</DIV> </DIV> </DIV>
<DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">Value
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Other&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;196
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Purchasing
 Power Funding LLC 2021-A, B 144A<BR> 1.920%, 10/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;711
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;2
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;2
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<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;69
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<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>
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text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;69
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.83pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;12,688
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Student
 Loan&#8212;0.0% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#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:46.50%;">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;">(1)(4)</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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;188
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;193
 </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:76.12%;" colspan="2">Total
 Asset-Backed Securities<BR> <FONT style="text-transform:none;">(Identified Cost $25,400)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt;padding-top:2.5pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;25,749
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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;22.3% </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;width:76.12%;" colspan="2">Communication
 Services&#8212;2.0% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;198
<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:46.50%;">Altice
 France S.A. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 7.375%, 5/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;208
<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:46.50%;">144A
 5.125%, 1/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 5.125%, 7/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Baidu,
 Inc.<BR> 3.425%, 4/7/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;297
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;637
<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:46.50%;">Cars.com,
 Inc. 144A<BR> 6.375%, 11/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;365
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;389
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Communication
 Services&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CCO
 Holdings LLC 144A<BR> 4.750%, 3/1/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;197
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 5.375%, 8/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;290
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;192
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 6.625%, 8/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;525
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;226
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;90
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
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 DBS Corp.<BR> 7.750%, 7/1/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;165
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;189
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;535
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;573
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;238
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 3 Financing, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">144A
 4.250%, 7/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD 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:46.50%;">144A
 3.625%, 1/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Live
 Nation Entertainment, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">144A
 5.625%, 3/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;235
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<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>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;245
 </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:61pt;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;">10</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">Value
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Communication
 Services&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 4.750%, 10/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;235
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;239
<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:46.50%;">Mav
 Acquisition Corp. 144A<BR> 8.000%, 8/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;388
<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:46.50%;">Millennium
 Escrow Corp. 144A<BR> 6.625%, 8/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;325
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Northwest
 Fiber LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 6.000%, 2/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;45
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;45
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD 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:46.50%;">144A
 10.750%, 6/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;220
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;247
<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:46.50%;">Radiate
 Holdco LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 4.500%, 9/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;83
<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:46.50%;">144A
 6.500%, 9/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;286
<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:46.50%;">Telesat
 Canada 144A<BR> 6.500%, 10/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;705
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">TripAdvisor,
 Inc. 144A<BR> 7.000%, 7/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;305
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;323
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;8,955
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Consumer
 Discretionary&#8212;2.9% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Adtalem
 Global Education, Inc. 144A<BR> 5.500%, 3/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;496
<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:46.50%;">Ambience
 Merger Sub, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 4.875%, 7/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;80
<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:46.50%;">144A
 7.125%, 7/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">APX
 Group, Inc. 144A<BR> 5.750%, 7/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;216
<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:46.50%;">Aston
 Martin Capital Holdings Ltd. 144A<BR> 10.500%, 11/30/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;346
<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:46.50%;">Brunswick
 Corp.<BR> 2.400%, 8/18/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;432
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Caesars
 Entertainment, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">144A
 6.250%, 7/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;143
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<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">Value
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<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Consumer
 Discretionary&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">144A
 8.125%, 7/1/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;135
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;149
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Carnival
 Corp. 144A<BR> 4.000%, 8/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Carriage
 Services, Inc. 144A<BR> 4.250%, 5/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;335
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 Co. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 5.625%, 10/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;190
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;198
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 5.875%, 10/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;190
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;278
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;370
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;480
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;501
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Ford
 Motor Co.<BR> 9.000%, 4/22/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;449
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;549
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Ford
 Motor Credit Co. LLC<BR> 4.125%, 8/17/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;285
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;305
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;404
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;338
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hilton
 Grand Vacations Borrower Escrow LLC 144A<BR> 5.000%, 6/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;295
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;299
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">LCM
 Investments Holdings II LLC 144A<BR> 4.875%, 5/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;20
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;21
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">M/I
 Homes, Inc.<BR> 4.950%, 2/1/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;475
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;498
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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: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:46.50%;">Mclaren
 Finance plc 144A<BR> 7.500%, 8/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;520
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;518
 </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:52pt;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;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Consumer
 Discretionary&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Metis
 Merger Sub LLC 144A<BR> 6.500%, 5/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;235
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">MGM
 Growth Properties Operating Partnership LP </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">5.750%,
 2/1/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;219
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 4.625%, 6/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;65
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;70
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Michaels
 Cos., Inc. (The) 144A<BR> 7.875%, 5/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;124
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Mohegan
 Gaming &amp; Entertainment 144A<BR> 8.000%, 2/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;367
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">NCL
 Corp., Ltd. 144A<BR> 5.875%, 3/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;240
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;241
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">NCL
 Finance Ltd. 144A<BR> 6.125%, 3/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;135
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;136
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">NMG
 Holding Co., Inc. 144A<BR> 7.125%, 4/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;510
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;540
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">PetSmart,
 Inc. 144A<BR> 4.750%, 2/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;364
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Premier
 Entertainment Sub LLC 144A<BR> 5.625%, 9/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;508
 </TD></TR>
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<TD 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:46.50%;">PulteGroup,
 Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">7.875%,
 6/15/32<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;343
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">6.375%,
 5/15/33<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Raptor
 Acquisition Corp. 144A<BR> 4.875%, 11/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;35
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Royal
 Caribbean Cruises Ltd. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 4.250%, 7/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;19
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 5.500%, 8/31/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 5.500%, 4/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;35
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Scientific
 Games International, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">144A
 8.250%, 3/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;290
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;308
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Consumer
 Discretionary&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 7.000%, 5/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;115
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;124
<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:46.50%;">SeaWorld
 Parks &amp; Entertainment, Inc. 144A<BR> 5.250%, 8/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;159
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;396
<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:46.50%;">Tenneco,
 Inc. 144A<BR> 5.125%, 4/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;420
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;436
<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:46.50%;">Under
 Armour, Inc.<BR> 3.250%, 6/15/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;374
<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:46.50%;">Weekley
 Homes LLC 144A<BR> 4.875%, 9/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;330
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;342
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;13,079
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Consumer
 Staples&#8212;0.6% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">BAT
 Capital Corp.<BR> 4.906%, 4/2/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;580
<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:46.50%;">Chobani
 LLC 144A<BR> 7.500%, 4/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;695
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">HLF
 Financing S.a.r.l. LLC 144A<BR> 4.875%, 6/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;160
<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:46.50%;">Triton
 Water Holdings, Inc. 144A<BR> 6.250%, 4/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Turning
 Point Brands, Inc. 144A<BR> 5.625%, 2/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;378
<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:46.50%;">Vector
 Group Ltd. 144A<BR> 5.750%, 2/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,794
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Energy&#8212;4.3%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;600
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;605
<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:55pt;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;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Energy&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;460
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Antero
 Resources Corp. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 8.375%, 7/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">144A
 7.625%, 2/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;143
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 5.375%, 3/1/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Ascent
 Resources Utica Holdings LLC 144A<BR> 8.250%, 12/31/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">BP
 Capital Markets plc<BR> 4.875% <SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(7)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;513
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<TD 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:46.50%;">Callon
 Petroleum Co. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">6.125%,
 10/1/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;120
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<TD 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:46.50%;">144A
 8.000%, 8/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;15
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;14
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Cheniere
 Energy, Inc.<BR> 4.625%, 10/15/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;237
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<TD 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:46.50%;">Chesapeake
 Energy Corp. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 5.500%, 2/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;376
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 5.875%, 2/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;75
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;190
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;231
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Colgate
 Energy Partners III LLC 144A<BR> 5.875%, 7/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;60
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;61
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Coronado
 Finance Pty Ltd. 144A<BR> 10.750%, 5/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;390
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<TD 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:46.50%;">CrownRock
 LP </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">144A
 5.625%, 10/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;405
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;417
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<TD 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:46.50%;">144A
 5.000%, 5/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;160
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CSI
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<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:46.50%;">Energy
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;482
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<TABLE style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
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<TD style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
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<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;white-space:nowrap;width:76.12%;" colspan="2">Energy&#8212;continued
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">EQM
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<TD 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:46.50%;">144A
 6.000%, 7/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD 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:46.50%;">144A
 6.500%, 7/1/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;140
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;156
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<TD 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:46.50%;">144A
 4.500%, 1/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;95
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;96
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<TD 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:46.50%;">144A
 4.750%, 1/15/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;95
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;97
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<TD 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:46.50%;">Hilcorp
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">144A
 5.750%, 2/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;270
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;274
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<TD 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:46.50%;">144A
 6.000%, 2/1/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;270
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;277
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">HollyFrontier
 Corp.<BR> 5.875%, 4/1/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;520
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;597
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Indigo
 Natural Resources LLC 144A<BR> 5.375%, 2/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;360
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;372
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">KazMunayGas
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;355
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;467
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Kinder
 Morgan Energy Partners LP<BR> 7.500%, 11/15/40<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;440
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;657
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Kinder
 Morgan, Inc.<BR> 7.750%, 1/15/32<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;36
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Kosmos
 Energy Ltd. 144A<BR> 7.500%, 3/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;480
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;455
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Magnolia
 Oil &amp; Gas Operating LLC 144A<BR> 6.000%, 8/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;355
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;366
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;105
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;2
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Nabors
 Industries Ltd. 144A<BR> 7.250%, 1/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;265
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;246
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Northriver
 Midstream Finance LP 144A<BR> 5.625%, 2/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;340
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;357
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Occidental
 Petroleum Corp. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">5.500%,
 12/1/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;10
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;11
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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:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">3.500%,
 8/15/29<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;220
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;228
 </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;">13</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Energy&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">6.625%,
 9/1/30<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;240
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;299
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">6.125%,
 1/1/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;411
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)(7)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;26
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8212;
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(8)</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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;361
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Patterson-UTI
 Energy, Inc.<BR> 5.150%, 11/15/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;470
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;458
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Petrobras
 Global Finance B.V.<BR> 7.375%, 1/17/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;265
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;325
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Petroleos
 de Venezuela S.A. 144A<BR> 6.000%, 5/16/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(2)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;665
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;29
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Petroleos
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">6.500%,
 3/13/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8199;&#8199;&#8199;1,135
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;&#8199;1,199
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">5.950%,
 1/28/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;980
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;961
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">7.690%,
 1/23/50<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;935
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;893
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;413
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Plains
 All American Pipeline LP<BR> 3.800%, 9/15/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;565
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;609
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">QuarterNorth
 Energy Holding, Inc.<BR> 0.000% <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:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;3
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;345
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Saudi
 Arabian Oil Co. 144A<BR> 2.250%, 11/24/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;551
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">State
 Oil Co. of the Azerbaijan Republic RegS<BR> 6.950%, 3/18/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;595
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Targa
 Resources Partners LP </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">5.875%,
 4/15/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;295
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">4.875%,
 2/1/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;131
 </TD></TR>
<TR style="page-break-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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;74
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;70
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Energy&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Transocean,
 Inc. 144A<BR> 11.500%, 1/30/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;40
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;40
<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:46.50%;">USA
 Compression Partners LP<BR> 6.875%, 4/1/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Venture
 Global Calcasieu Pass LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">144A
 3.875%, 8/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:3pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 4.125%, 8/15/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;320
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<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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;336
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;19,509
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<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Financials&#8212;4.8%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Acrisure
 LLC 144A<BR> 7.000%, 11/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;683
<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:46.50%;">AerCap
 Ireland Capital DAC<BR> 3.650%, 7/21/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;325
<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:46.50%;">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;">(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Ally
 Financial, Inc. Series B<BR> 4.700% <SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(7)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;769
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;809
<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:46.50%;">Ascot
 Group Ltd. 144A<BR> 4.250%, 12/15/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;627
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;273
<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:46.50%;">Bancolombia
 S.A.<BR> 4.625%, 12/18/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Bank
 of New York Mellon Corp. (The) Series G<BR> 4.700% <SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(7)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">BBVA
 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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;506
<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;">14</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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 Owl Finance LLC 144A<BR> 3.125%, 6/10/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Brighthouse
 Financial, Inc.<BR> 5.625%, 5/15/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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 Partners, Inc. 144A<BR> 5.875%, 4/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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 Financial Holdings Ltd.<BR> 4.850%, 4/17/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;398
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;399
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 5/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP> </TD>
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<TD 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:46.50%;">5.250%,
 5/15/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Itau
 Unibanco Holding S.A. 144A<BR> 3.875%, 4/15/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;442
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">JPMorgan
 Chase &amp; Co.<BR> 1.953%, 2/4/32<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8199;&#8199;&#8199;1,165
 </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;
width:21.88%;">&#8199;&#8199;&#8199;1,144
 </TD></TR>
<TR style="page-break-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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;325
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;327
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Financials&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Liberty
 Mutual Group, Inc. 144A<BR> 4.125%, 12/15/51<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;480
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;492
<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:46.50%;">Lincoln
 National Corp. (3 month LIBOR + 2.040%)<BR> 2.174%, 4/20/67<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;451
<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:46.50%;">MetLife,
 Inc. Series G<BR> 3.850% <SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(7)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;457
<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:46.50%;">Midcap
 Financial Issuer Trust 144A<BR> 6.500%, 5/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;497
<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:46.50%;">Navient
 Corp.<BR> 6.750%, 6/25/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;569
<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:46.50%;">OneMain
 Finance Corp.<BR> 7.125%, 3/15/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;339
<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:46.50%;">Prospect
 Capital Corp.<BR> 3.706%, 1/22/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;604
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<TD 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:46.50%;">Prudential
 Financial, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">5.875%,
 9/15/42<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;462
<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:46.50%;">5.625%,
 6/15/43<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Santander
 Holdings USA, Inc.<BR> 4.400%, 7/13/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;491
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Synovus
 Financial Corp.<BR> 5.900%, 2/7/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;249
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;270
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Texas
 Capital Bancshares, Inc.<BR> 4.000%, 5/6/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;705
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;737
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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:46.50%;">Wells
 Fargo &amp; Co. Series BB<BR> 3.900% <SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(7)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;905
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<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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;941
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;21,529
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Health
 Care&#8212;1.5% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Akumin,
 Inc. 144A<BR> 7.000%, 11/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;375
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Bausch
 Health Americas, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 9.250%, 4/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;97
<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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 8.500%, 1/31/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;270
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;290
<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: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;">15</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">Value
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<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Health
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;170
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;176
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Centene
 Corp.<BR> 4.625%, 12/15/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;296
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Cheplapharm
 Arzneimittel GmbH 144A<BR> 5.500%, 1/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;705
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;721
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Community
 Health Systems, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 6.625%, 2/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;305
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;321
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 6.875%, 4/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;30
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;31
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 6.125%, 4/1/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;70
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;71
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 4.750%, 2/15/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;270
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">DaVita,
 Inc. 144A<BR> 4.625%, 6/1/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;361
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Encompass
 Health Corp.<BR> 4.500%, 2/1/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;340
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;356
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<TD 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:46.50%;">Endo
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 9.500%, 7/31/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;92
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 6.000%, 6/30/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;119
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;74
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Endo
 Luxembourg Finance Co. I S.a.r.l. 144A<BR> 6.125%, 4/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;140
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;139
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Illumina,
 Inc.<BR> 2.550%, 3/23/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;290
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Jaguar
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;220
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;237
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Lannett
 Co., Inc. 144A<BR> 7.750%, 4/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;127
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<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:46.50%;">144A
 6.750%, 4/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;5
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<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>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;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">
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<TD style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
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<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<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:76.12%;" colspan="2">Health
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD 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:46.50%;">144A
 4.375%, 2/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;250
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;249
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Ortho-Clinical
 Diagnostics, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 7.375%, 6/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;147
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;156
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<TD 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:46.50%;">144A
 7.250%, 2/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;54
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;58
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;172
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;174
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Prime
 Healthcare Services, Inc. 144A<BR> 7.250%, 11/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;55
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;59
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Surgery
 Center Holdings, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">144A
 6.750%, 7/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 10.000%, 4/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<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:46.50%;">Team
 Health Holdings, Inc. 144A<BR> 6.375%, 2/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;349
<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:46.50%;">Tenet
 Healthcare Corp. 144A<BR> 7.500%, 4/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;54
<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:46.50%;">Teva
 Pharmaceutical Finance Netherlands III B.V. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">7.125%,
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">3.150%,
 10/1/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;205
<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:46.50%;">Universal
 Health Services, Inc. 144A<BR> 2.650%, 1/15/32<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;390
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;392
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;6,860
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Industrials&#8212;2.1%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;534
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;595
<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:70pt;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;">16</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Industrials&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Allied
 Universal Holdco LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 6.625%, 7/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;610
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD 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:46.50%;">144A
 6.000%, 6/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;200
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">American
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;265
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;267
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<TD 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:46.50%;">144A
 11.750%, 7/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;776
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<TD 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:46.50%;">144A
 5.500%, 4/20/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;63
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 5.750%, 4/20/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;30
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;32
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;610
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;641
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(4)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;605
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;642
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;335
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;364
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">BCPE
 Ulysses Intermediate, Inc. PIK 144A<BR> 7.750%, 4/1/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;375
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;371
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<TD 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:46.50%;">5.150%,
 5/1/30<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;365
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;432
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<TD 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:46.50%;">3.750%,
 2/1/50<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;205
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;212
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<TD 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:46.50%;">5.930%,
 5/1/60<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;204
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Bombardier,
 Inc. 144A<BR> 6.000%, 2/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;161
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">British
 Airways Pass-Through Trust 2021-1, A 144A<BR> 2.900%, 3/15/35<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;501
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Cleaver-Brooks,
 Inc. 144A<BR> 7.875%, 3/1/23<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;375
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;609
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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: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:46.50%;">CP
 Atlas Buyer, Inc. 144A<BR> 7.000%, 12/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;370
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;377
 </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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Industrials&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Delta
 Air Lines, Inc.<BR> 3.750%, 10/28/29<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;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:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Deluxe
 Corp. 144A<BR> 8.000%, 6/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;187
<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:46.50%;">LBM
 Acquisition LLC 144A<BR> 6.250%, 1/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;241
<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:46.50%;">Seaspan
 Corp. 144A<BR> 5.500%, 8/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Spirit
 AeroSystems, Inc. 144A<BR> 5.500%, 1/15/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;372
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;257
<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:46.50%;">TransDigm,
 Inc.<BR> 5.500%, 11/15/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;389
<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:46.50%;">United
 Airlines, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 4.375%, 4/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;52
<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:46.50%;">144A
 4.625%, 4/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;50
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;52
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;9,451
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Information
 Technology&#8212;0.9% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;267
<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:46.50%;">Broadcom,
 Inc. 144A<BR> 2.450%, 2/15/31<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;253
<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:46.50%;">Dell
 International LLC<BR> 8.100%, 7/15/36<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;521
<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:46.50%;">Elastic
 N.V. 144A<BR> 4.125%, 7/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;51
<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:46.50%;">MicroStrategy,
 Inc. 144A<BR> 6.125%, 6/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;242
<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:46.50%;">Motorola
 Solutions, Inc.<BR> 4.600%, 5/23/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;10
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">NCR
 Corp. 144A<BR> 5.125%, 4/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;404
<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:46.50%;">Plantronics,
 Inc. 144A<BR> 4.750%, 3/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;345
<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:46.50%;">Rocket
 Software, Inc. 144A<BR> 6.500%, 2/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;350
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;330
<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;">17</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Information
 Technology&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Science
 Applications International Corp. 144A<BR> 4.875%, 4/1/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;575
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">SYNNEX
 Corp. 144A<BR> 2.375%, 8/9/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;719
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;418
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;4,163
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Materials&#8212;1.4%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">ARD
 Finance S.A. PIK 144A<BR> 6.500%, 6/30/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(4)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;690
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;727
<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:46.50%;">Chemours
 Co. (The) 144A<BR> 5.750%, 11/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;170
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;182
<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:46.50%;">Eldorado
 Gold Corp. 144A<BR> 6.250%, 9/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Freeport-McMoRan,
 Inc.<BR> 5.450%, 3/15/43<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;473
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;300
<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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;640
<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:46.50%;">Louisiana-Pacific
 Corp. 144A<BR> 3.625%, 3/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;232
<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:46.50%;">Taseko
 Mines Ltd. 144A<BR> 7.000%, 2/15/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;605
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;622
<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:46.50%;">Teck
 Resources Ltd.<BR> 6.125%, 10/1/35<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;548
<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:46.50%;">Trident
 TPI Holdings, Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">144A
 9.250%, 8/1/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;260
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;273
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Materials&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 6.625%, 11/1/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;375
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">United
 States Steel Corp.<BR> 6.875%, 3/1/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">WR
 Grace Holdings LLC 144A<BR> 5.625%, 8/15/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;160
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;167
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;6,169
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Real
 Estate&#8212;0.9% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">American
 Assets Trust LP<BR> 3.375%, 2/1/31<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;489
<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:46.50%;">EPR
 Properties<BR> 4.750%, 12/15/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;615
<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:46.50%;">GLP
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">5.250%,
 6/1/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;225
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;252
<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:46.50%;">5.750%,
 6/1/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;277
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;330
<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:46.50%;">5.300%,
 1/15/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;160
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;188
<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:46.50%;">iStar,
 Inc.<BR> 4.250%, 8/1/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;459
<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:46.50%;">MPT
 Operating Partnership LP<BR> 4.625%, 8/1/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Office
 Properties Income Trust<BR> 4.500%, 2/1/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;490
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;530
<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:46.50%;">Retail
 Properties of America, Inc.<BR> 4.750%, 9/15/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;610
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;683
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD 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:46.50%;">Service
 Properties Trust </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">4.950%,
 2/15/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;320
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:3pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">4.375%,
 2/15/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;215
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<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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;206
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;4,211
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<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Utilities&#8212;0.9%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CMS
 Energy Corp.<BR> 4.750%, 6/1/50<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;733
<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:46.50%;">Ferrellgas
 LP </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 5.375%, 4/1/26<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">144A
 5.875%, 4/1/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;120
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;118
<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: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;">18</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Utilities&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">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;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;855
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$
<FONT style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;938<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:46.50%;">PG&amp;E
 Corp.<BR> 5.250%, 7/1/30<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;256
<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:46.50%;">Southern
 Co. (The) Series 21-A<BR> 3.750%, 9/15/51<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;628
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;642
<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:46.50%;">Talen
 Energy Supply LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">144A
 7.250%, 5/15/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;60
<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:46.50%;">144A
 6.625%, 1/15/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;348
<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:46.50%;">Texas
 Competitive Electric Holdings Co.<BR> 11.500%, 10/1/20<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#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:46.50%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.83pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;3,849
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#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:76.12%;" colspan="2">Total
 Corporate Bonds and Notes<BR> <FONT style="text-transform:none;">(Identified Cost $97,185)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;100,569
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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&#8212;10.7% </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:76.12%;" colspan="2">Aerospace&#8212;0.4%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Air
 Canada (3 month LIBOR + 3.500%)<BR> 4.250%, 7/27/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;83
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;83
<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:46.50%;">Amentum
 Government Services Holdings LLC Tranche 2, First Lien (3 month LIBOR + 4.750%)<BR> 5.500%, 1/29/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;284
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;285
<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:46.50%;">American
 Airlines, Inc. (3 month LIBOR + 4.750%)<BR> 5.500%, 4/20/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Brown
 Group Holding LLC (3 month LIBOR + 2.750%)<BR> 3.250%, 6/7/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;342
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;340
<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:46.50%;">KKR
 Apple Bidco LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">(3
 month LIBOR + 3.000%)<BR> 0.000%, 7/14/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;230
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;229
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Aerospace&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Second
 Lien (3 month LIBOR + 5.750%)<BR> 0.000%, 7/13/29<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;25
<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:46.50%;">Mileage
 Plus Holdings, LLC (3 month LIBOR + 5.250%)<BR> 6.250%, 6/21/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">TransDigm,
 Inc. </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Tranche
 E (1 month LIBOR + 2.250%)<BR> 2.335%, 5/30/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;274
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;270
<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:46.50%;">Tranche
 F (1 month LIBOR + 2.250%)<BR> 2.335%, 12/9/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;142
<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:46.50%;">United
 AirLines, Inc. Tranche B (1 month LIBOR + 3.750%)<BR> 4.500%, 4/21/28<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;185
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;185
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,060
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Chemicals&#8212;0.5%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Aruba
 Investments Holdings LLC First Lien (3 month LIBOR + 4.000%)<BR> 4.750%, 11/24/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;210
<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:46.50%;">CPC
 Acquisition Corp. First Lien (3 month LIBOR + 3.750%)<BR> 4.500%, 12/29/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Herens
 Holdco S.a.r.l. Tranche B (3 month LIBOR + 4.000%)<BR> 4.750%, 7/3/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Ineos
 U.S. Finance LLC 2024 (3 month LIBOR + 2.000%)<BR> 0.000%, 4/1/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;479
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;474
<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:46.50%;">Innophos
 Holdings, Inc. (1 month LIBOR + 3.750%)<BR> 4.616%, 2/5/27<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;321
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;320
<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: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;">19</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Chemicals&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Starfruit
 Finco B.V. (1 month LIBOR + 2.750%)<BR> 2.838% - 5.000%, 10/1/25<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;301
 </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;297
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,124
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Consumer
 Durables&#8212;0.1% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Gloves
 Buyer, Inc. First Lien (1 month LIBOR + 4.000%)<BR> 4.750%, 12/29/27<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;363
<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:2pt;padding-top:1.88pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Consumer
 Non-Durables&#8212;0.4% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Diamond
 (BC) B.V. (1 month LIBOR + 3.000%)<BR> 3.085%, 9/6/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;631
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;627
<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:46.50%;">Parfums
 Holding Co., Inc. First Lien (1 month LIBOR + 4.000%)<BR> 4.085%, 6/30/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;607
<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:46.50%;">Rodan
 &amp; Fields LLC (1 month LIBOR + 4.000%)<BR> 4.096%, 6/16/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;301
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;220
<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:46.50%;">ZEP,
 Inc. First Lien (3 month LIBOR + 4.000%)<BR> 5.000%, 8/12/24<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;536
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;518
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;1,972
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Energy&#8212;0.3%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CITGO
 Petroleum Corp. 2019, Tranche B (3 month LIBOR + 6.250%)<BR> 7.250%, 3/28/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;276
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hamilton
 Projects Acquiror LLC (3 month LIBOR + 4.750%)<BR> 5.750%, 6/17/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;312
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;310
<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:46.50%;">Medallion
 Midland Acquisition LLC (1 month LIBOR + 3.250%)<BR> 4.250%, 10/30/24<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;359
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;356
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Energy&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Traverse
 Midstream Partners LLC (1 month LIBOR + 5.500%)<BR> 6.500%, 9/27/24<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
 </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;400
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;1,342
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Financial&#8212;0.4%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Asurion
 LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Tranche
 B-3, Second Lien (1 month LIBOR + 5.250%)<BR> 5.335%, 1/31/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;214
<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:46.50%;">Tranche
 B-4 (1 month LIBOR + 5.250%)<BR> 5.335%, 1/20/29<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;124
<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:46.50%;">Tranche
 B-9 (1 month LIBOR + 3.250%)<BR> 3.335%, 7/31/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;459
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;450
<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:46.50%;">Citadel
 Securities LP 2021 (1 month LIBOR + 2.500%)<BR> 2.585%, 2/2/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;544
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;536
<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:46.50%;">Deerfield
 Dakota Holding LLC First Lien (1 month LIBOR + 3.750%)<BR> 4.750%, 4/9/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;367
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">Zebra
 Buyer LLC (3 month LIBOR + 3.500%)<BR> 0.000%, 4/21/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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: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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;55
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;1,746
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Food
 / Tobacco&#8212;0.3% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Chobani
 LLC (1 month LIBOR + 3.500%)<BR> 4.500%, 10/25/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;194
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;194
<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:46.50%;">H-Food
 Holdings LLC (1 month LIBOR + 3.688%)<BR> 3.772%, 5/23/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;261
<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:46.50%;">Shearer&#8217;s
 Foods LLC First Lien (3 month LIBOR + 3.500%)<BR> 4.250%, 9/23/27<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;384
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;383
<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: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;">20</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Food
 / Tobacco&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Triton
 Water Holdings, Inc. First Lien (3 month LIBOR + 3.500%)<BR> 4.000%, 3/31/28<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;380
 </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;377
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Forest
 Prod / Containers&#8212;0.4% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Anchor
 Glass Container Corp. 2017 (3 month LIBOR + 2.750%)<BR> 0.000%, 12/7/23<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;164
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;151
<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:46.50%;">Berlin
 Packaging LLC Tranche B-4 (3 month LIBOR + 3.250%)<BR> 3.750%, 3/11/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;484
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">BWay
 Holding Co. (1 month LIBOR + 3.250%)<BR> 3.342%, 4/3/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;397
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Klockner
 Pentaplast of America, Inc. Tranche B (6 month LIBOR + 4.750%)<BR> 5.250%, 2/12/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;459
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;458
<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:46.50%;">Spectrum
 Holdings III Corp. First Lien (3 month LIBOR + 3.250%)<BR> 4.250%, 1/31/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;229
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;220
<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:46.50%;">Technimark
 Holdings LLC First Lien (3 month LIBOR + 3.750%)<BR> 4.250%, 6/30/28<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;210
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;208
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;1,902
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Gaming
 / Leisure&#8212;0.8% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Caesars
 Resort Collection LLC Tranche B (1 month LIBOR + 2.750%)<BR> 2.835%, 12/23/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<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:46.50%;">Carnival
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">Par
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<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:21.88%;">Value
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<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<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:76.12%;" colspan="2">Gaming
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CCM
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">ECL
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Gateway
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;386
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;385
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hilton
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;65
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;65
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">J&amp;J
 Ventures Gaming LLC (1 month LIBOR + 4.000%)<BR> 4.750%, 4/26/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;285
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;286
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Landry&#8217;s
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;25
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;27
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Playa
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;714
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;686
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<TD 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:46.50%;">Pug
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">Tranche
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;522
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;506
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<TD 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:46.50%;">Tranche
 B2 (1 month LIBOR + 4.250%)<BR> 4.750%, 2/12/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;67
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;67
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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: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:46.50%;">Raptor
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;115
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;115
 </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:37pt;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>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">Value
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Gaming
 / Leisure&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Scientific
 Games International, Inc. Tranche B-5 (1 month LIBOR + 2.750%)<BR> 2.835%, 8/14/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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<TD style="line-height:0pt;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:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">UFC
 Holdings LLC Tranche B-3 (6 month LIBOR + 2.750%)<BR> 3.500%, 4/29/26<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;333
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<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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;331
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;3,449
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Healthcare&#8212;1.8%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Accelerated
 Health Systems LLC (1 month LIBOR + 3.500%)<BR> 3.589%, 10/31/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;470
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">AHP
 Health Partners, Inc. (3 month LIBOR + 3.500%)<BR> 0.000%, 8/24/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;105
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;105
<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:46.50%;">ASP
 Navigate Acquisition Corp. (1 month LIBOR + 4.500%)<BR> 5.500%, 10/6/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;174
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;171
<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:46.50%;">AthenaHealth,
 Inc. Tranche B-1 (3 month LIBOR + 4.250%)<BR> 4.345% - 4.377%, 2/11/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;130
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;130
<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:46.50%;">Azalea
 TopCo, Inc. 2021 (1 month LIBOR + 3.750%)<BR> 4.500%, 7/24/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;614
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;614
<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:46.50%;">CPI
 Holdco, LLC Tranche B-1, First Lien (1 month LIBOR + 3.750%)<BR> 3.835%, 11/4/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;25
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;25
<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:46.50%;">Envision
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TABLE style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
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<TD style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">Par
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<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:21.88%;">Value
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<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;white-space:nowrap;width:76.12%;" colspan="2">Healthcare&#8212;continued
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Heartland
 Dental LLC 2021 (1 month LIBOR + 4.000%)<BR> 4.096%, 4/30/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Insulet
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">LifePoint
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Parexel
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD 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:46.50%;">(1
 month LIBOR + 2.750%)<BR> 2.835%, 9/27/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;475
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;474
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<TD 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:46.50%;">(3
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;130
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Pearl
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;535
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;195
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;194
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
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<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:46.50%;">Tranche
 B-1 (1 month LIBOR + 3.250%)<BR> 3.339%, 3/5/26<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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 </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:52pt;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;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Healthcare&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Tranche
 B-3 (1 month LIBOR + 3.500%)<BR> 3.596%, 3/5/26<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:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;568
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;565
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Pluto
 Acquisition I, Inc. 2021, First Lien (1 month LIBOR + 4.000%)<BR> 4.085% - 4.121%, 6/20/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;265
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;264
<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:46.50%;">Sterigenics-Nordion
 Holdings LLC (3 month LIBOR + 2.750%)<BR> 3.250%, 12/11/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;170
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;169
<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:46.50%;">Sunshine
 Luxembourg VII S.a.r.l. Tranche B-3 (3 month LIBOR + 3.750%)<BR> 4.500%, 10/1/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;175
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;175
<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:46.50%;">Surgery
 Center Holdings, Inc. 2021 (1 month LIBOR + 3.750%)<BR> 4.500%, 8/31/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;324
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;324
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Upstream
 Newco, Inc. 2021 (1 month LIBOR + 4.250%)<BR> 4.346%, 11/20/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;234
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;233
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Viant
 Medical Holdings, Inc. First Lien (1 month LIBOR + 3.750%)<BR> 3.835%, 7/2/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;811
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;781
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<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:46.50%;">Waystar
 Technologies, Inc. 2021 (1 month LIBOR + 4.000%)<BR> 4.085%, 10/22/26<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;347
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<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>
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text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;346
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD></TR>
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<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:76.12%;" colspan="2">Housing&#8212;0.3%
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">84
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;516
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">Par
 Value </TD>
<TD style="line-height:0pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160; </TD>
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<TR style="page-break-inside:avoid;">
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<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<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;white-space:nowrap;width:76.12%;" colspan="2">Housing&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">SRS
 Distribution, Inc. 2021 (6 month LIBOR + 3.750%)<BR> 4.250%, 6/2/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
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<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:46.50%;">Standard
 Industries, Inc. Tranche B (3 month LIBOR + 2.500%)<BR> 0.000%, 8/6/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(11)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;375
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text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;374
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
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<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
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<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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Information
 Technology&#8212;1.5% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Applied
 Systems, Inc. Second Lien (3 month LIBOR + 5.500%)<BR> 6.250%, 9/19/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;208
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;210
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Aston
 Finco S.a.r.l. First Lien (1 month LIBOR + 4.250%)<BR> 4.338%, 10/9/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;242
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;240
<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:46.50%;">Boxer
 Parent Co., Inc. 2021 (1 month LIBOR + 3.750%)<BR> 3.835%, 10/2/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;462
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;459
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Epicor
 Software Corp. Tranche C (3 month LIBOR + 3.250%)<BR> 4.000%, 7/30/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;632
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;631
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Greeneden
 US Holdings II LLC Tranche B-4 (1 month LIBOR + 4.000%)<BR> 4.750%, 12/1/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;269
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;269
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hunter
 Holdco 3 Ltd. First Lien (3 month LIBOR + 4.250%)<BR> 4.750%, 8/4/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;300
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;300
<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:46.50%;">Hyland
 Software, Inc. 2018 (1 month LIBOR + 3.500%)<BR> 4.250%, 7/1/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;487
<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:46.50%;">Infinite
 Bidco LLC </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">First
 Lien (1 month LIBOR + 3.750%)<BR> 4.250%, 3/2/28<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;355
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;353
<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:49pt;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;">23</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Information
 Technology&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Second
 Lien (1 month LIBOR + 7.000%)<BR> 7.500%, 3/2/29<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:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;135
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;136
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Magenta
 Buyer LLC First Lien (3 month LIBOR + 5.000%)<BR> 5.750%, 7/27/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;235
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;234
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Project
 Ruby Ultimate Parent Corp. First Lien (1 month LIBOR + 3.250%)<BR> 4.000%, 3/10/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;354
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;352
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Proofpoint,
 Inc. (3 month LIBOR + 3.250%)<BR> 0.000%, 6/9/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;340
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;338
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">RealPage,
 Inc. First Lien (1 month LIBOR + 3.250%)<BR> 3.750%, 4/24/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;435
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;432
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Rocket
 Software, Inc. 2021 (3 month LIBOR + 4.250%)<BR> 0.000%, 11/28/25<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;320
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;314
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Sophia
 LP (3 month LIBOR + 3.750%)<BR> 4.500%, 10/7/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;353
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;353
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Turing
 Midco LLC (1 month LIBOR + 3.000%)<BR> 3.500% - 5.500%, 3/24/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;300
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;299
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">UKG,
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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 Software Group, Inc. (The) Second Lien (3 month LIBOR + 6.750%)<BR> 7.500%, 5/3/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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<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;">
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<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:21.88%;">Value
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<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:46.50%;">Vertiv
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<TD style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
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<TD style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD></TR>
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<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:76.12%;" colspan="2">Manufacturing&#8212;0.7%
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Alliance
 Laundry Systems LLC Tranche B (3 month LIBOR + 3.500%)<BR> 4.250%, 10/8/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;394
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#160; </TD>
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<TD 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:46.50%;">First
 Lien (3 month LIBOR + 4.750%)<BR> 5.500%, 6/23/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;193
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Second
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;95
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;95
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Backyard
 Acquireco, Inc. (3 month LIBOR + 3.750%)<BR> 4.500%, 11/2/27<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;322
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;322
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Circor
 international, Inc. (1 month LIBOR + 3.250%)<BR> 4.250%, 12/11/24<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)</SUP> </TD>
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width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;380
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;377
<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:46.50%;">Filtration
 Group Corp. (1 month LIBOR + 3.000%)<BR> 3.092%, 3/31/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;584
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;578
<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:46.50%;">Gates
 Global LLC Tranche B-3 (1 month LIBOR + 2.500%)<BR> 3.250%, 3/31/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;583
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;580
<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:46.50%;">Star
 US Bidco LLC (1 month LIBOR + 4.250%)<BR> 5.250%, 3/17/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;317
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;317
<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:46.50%;">Truck
 Hero, Inc. (1 month LIBOR + 3.250%)<BR> 4.000%, 1/29/28<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;149
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;149
<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: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;">24</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Manufacturing&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">US
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<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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;174
 </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;172
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;3,177
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Media
 / Telecom - Broadcasting&#8212;0.1% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Diamond
 Sports Group LLC (1 month LIBOR + 3.250%)<BR> 3.340%, 8/24/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;73
<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:46.50%;">DIRECTV
 Financing LLC (1 month LIBOR + 5.000%)<BR> 5.750%, 8/2/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">Univision
 Communications, Inc. 2017 (1 month LIBOR + 2.750%)<BR> 3.750%, 3/15/24<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;355
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<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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;354
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;604
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Media
 / Telecom - Cable/Wireless<BR> Video&#8212;0.1% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Intelsat
 Jackson Holdings S.A. Tranche B-5<BR> 8.625%, 1/2/24<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:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;264
<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:46.50%;">Radiate
 Holdco LLC Tranche B (1 month LIBOR + 3.500%)<BR> 4.250%, 9/25/26<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;67
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;67
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;331
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Media
 / Telecom - Diversified<BR> Media&#8212;0.2% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">McGraw-Hill
 Education, Inc. (1 month LIBOR + 4.750%)<BR> 5.250%, 7/28/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;296
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">UPC
 Financing Partnership Tranche AX (1 month LIBOR + 3.000%)<BR> 3.096%, 1/31/29<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;283
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Media
 / Telecom - Diversified<BR> Media&#8212;continued </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">William
 Morris Endeavor Entertainment LLC Tranche B-1 (1 month LIBOR + 2.750%)<BR> 2.840%, 5/18/25<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;354
 </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;344
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;921
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Media
 / Telecom -<BR> Telecommunications&#8212;0.1% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CenturyLink,
 Inc. Tranche B (1 month LIBOR + 2.250%)<BR> 2.335%, 3/15/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Consolidated
 Communications, Inc. Tranche B-1 (1 month LIBOR + 3.500%)<BR> 4.250%, 10/2/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">Securus
 Technologies Holdings, Inc. First Lien (3 month LIBOR + 4.500%)<BR> 5.500%, 11/1/24<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;149
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;141
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;464
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Retail&#8212;0.4%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">CNT
 Holdings I Corp. First Lien (3 month LIBOR + 3.750%)<BR> 4.500%, 11/8/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;284
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;284
<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:46.50%;">Great
 Outdoors Group LLC Tranche B-1 (6 month LIBOR + 4.250%)<BR> 5.000%, 3/6/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;353
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Harbor
 Freight Tools USA, Inc. 2021 (1 month LIBOR + 2.750%)<BR> 3.250%, 10/19/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;473
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">Michaels
 Cos., Inc. (The) Tranche B (1 month LIBOR + 4.200%)<BR> 5.000%, 4/15/28<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;240
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;240
<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:46pt;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;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Retail&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Petco
 Health and Wellness Co., Inc. First Lien (3 month LIBOR + 3.250%)<BR> 4.000%, 3/3/28<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:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;255
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">PetsMart
 LLC (3 month LIBOR + 3.750%)<BR> 4.500%, 2/11/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;260
<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:46.50%;">Rising
 Tide Holdings, Inc. First Lien (1 month LIBOR + 4.750%)<BR> 5.500%, 6/1/28<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;190
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;190
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,053
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Service&#8212;1.5%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">AIT
 Worldwide Logistics, Inc. First Lien (3 month LIBOR + 4.750%)<BR> 5.500%, 4/6/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;215
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">AlixPartners
 LLP (1 month LIBOR + 2.750%)<BR> 3.250%, 2/4/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;238
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Allied
 Universal Holdco LLC (3 month LIBOR + 3.000%)<BR> 4.250%, 5/12/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
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<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Carlisle
 Foodservice Products, Inc. First Lien (6 month LIBOR + 3.000%)<BR> 4.000%, 3/20/25<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;384
<FONT style="padding-left:0.06pt;"></FONT> </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Dun
 &amp; Bradstreet Corp. (The) Tranche B (1 month LIBOR + 3.250%)<BR> 3.338%, 2/6/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:46.50%;">DXP
 Enterprises, Inc. (1 month LIBOR + 4.750%)<BR> 5.750%, 12/23/27<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;209
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;208
<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:46.50%;">Ensemble
 RCM LLC (3 month LIBOR + 3.750%)<BR> 3.879%, 8/3/26<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;84
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">Par
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<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:21.88%;">Value
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<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
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<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;white-space:nowrap;width:76.12%;" colspan="2">Service&#8212;continued
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Grab
 Holdings, Inc. (6 month LIBOR + 4.500%)<BR> 5.500%, 1/29/26<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:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;499
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;502
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Hertz
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<TD style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:46.50%;">Tranche
 B (1 month LIBOR + 3.500%)<BR> 4.000%, 6/30/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;313
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;312
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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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:46.50%;">Tranche
 C (1 month LIBOR + 3.500%)<BR> 4.000%, 6/30/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;59
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;59
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Hoya
 Midco LLC First Lien (1 month LIBOR + 3.500%)<BR> 4.500%, 6/30/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;365
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;363
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">NAB
 Holdings LLC 2018 (3 month LIBOR + 3.000%)<BR> 4.000%, 7/1/24<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;362
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;362
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<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Paysafe
 Holdings US Corp. Tranche B1 (3 month LIBOR + 2.750%)<BR> 3.250%, 6/28/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;335
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;331
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Peraton
 Corp. Tranche B, First Lien (3 month LIBOR + 3.750%)<BR> 4.500%, 2/1/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;394
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;394
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Pike
 Corp. 2028 (1 month LIBOR + 3.000%)<BR> 3.090%, 1/21/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;571
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;568
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">PODS
 LLC (1 month LIBOR + 3.000%)<BR> 3.750%, 3/31/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;519
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;517
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Sedgwick
 Claims Management Services, Inc. 2019 (1 month LIBOR + 3.750%)<BR> 3.835%, 9/3/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;549
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;545
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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: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:46.50%;">St.
 George&#8217;s University Scholastic Services LLC Tranche B (3 month LIBOR + 3.250%)<BR> 0.000%, 6/29/28<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(5)(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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;290
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<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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;288
 </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: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;">26</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Service&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Sweetwater
 Borrower LLC (1 month LIBOR + 4.750%)<BR> 5.500%, 8/5/28<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:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;255
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;253
<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:46.50%;">TTF
 Holdings LLC (1 month LIBOR + 4.000%)<BR> 4.750%, 3/31/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;112
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;112
<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:46.50%;">Weld
 North Education LLC 2020 (1 month LIBOR + 4.000%)<BR> 4.750%, 12/15/27<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;383
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<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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;384
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;6,763
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<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Transportation
 - Automotive&#8212;0.3% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Clarios
 Global LP First Lien (3 month LIBOR + 3.250%)<BR> 3.342%, 4/30/26<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:46.50%;">Cooper-Standard
 Automotive, Inc. Tranche B-1 (1 month LIBOR + 2.000%)<BR> 2.750%, 11/2/23<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;682
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;656
<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:46.50%;">Mavis
 Tire Express Services Topco Corp. First Lien (3 month LIBOR + 4.000%)<BR> 4.750%, 5/4/28<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:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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:46.50%;">PAI
 Holdco, Inc. Tranche B (3 month LIBOR + 4.000%)<BR> 4.750%, 10/28/27<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:3pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
<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:46.50%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;1,253
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </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:76.12%;" colspan="2">Utility&#8212;0.1%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">Brookfield
 WEC Holdings, Inc. (1 month LIBOR + 2.750%)<BR> 3.250%, 8/1/25<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:8pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:29.61%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;462
 </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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;458
<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:46.50%;">&#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:4pt;text-align:center;text-decoration:none; text-transform:none;vertical-align:bottom;width:29.61%;">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:21.88%;">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:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </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;white-space:nowrap;width:76.12%;" colspan="2">Utility&#8212;continued
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:46.50%;">PG&amp;E
 Corp. Tranche B (3 month LIBOR + 3.000%)<BR> 3.500%, 6/23/25<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:29.61%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
 </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$
<FONT style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;90<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:46.50%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:6.83pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;548
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:46.50%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:29.61%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:46.50%;">&#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:2pt;text-align:left; text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:76.12%;" colspan="2">Total
 Leveraged Loans<BR> <FONT style="text-transform:none;">(Identified Cost $48,377)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:3pt;padding-right:4pt;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:7.75pt;padding-right:3pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;48,378
 </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:53.95%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:24.16%;">Shares
 </TD>
<TD style="line-height:7pt;padding-bottom:3pt;padding-right:3pt;text-align:center;vertical-align:bottom;width:21.88%;">&#160; </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;0.7% </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:78.12%;" colspan="2">Financials&#8212;0.5%
 </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Capital
 Farm Credit ACA Series 1 144A, 5.000%<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;310
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;320
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Discover
 Financial Services Series D, 6.125%<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;233
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:53.95%;">JPMorgan
 Chase &amp; Co. Series HH, 4.600%<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;285
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:53.95%;">MetLife,
 Inc. Series D, 5.875%<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;329
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;385
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Truist
 Financial Corp. Series Q, 5.100%<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;565
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</SUP> </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;650
 </TD></TR>
<TR style="page-break-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:53.95%;">Zions
 Bancorp NA, 6.950%<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:3pt;padding-left:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8199;&#8199;17,485
 </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:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;479
 </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:53.95%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:24.16%;">&#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:5.08pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,393
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:24.16%;">&#160; </TD>
<TD style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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:78.12%;" colspan="2">Industrials&#8212;0.2%
 </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#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:53.95%;">General
 Electric Co. Series D, 3.449%<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(5)</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:4pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;622
<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(14)</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:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;603
 </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:78.12%;" colspan="2">Total
 Preferred Stocks<BR> <FONT style="text-transform:none;">(Identified Cost $2,830)</FONT> </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:2pt;padding-right:3pt;padding-top:2.5pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,996
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:24.16%;">&#160; </TD>
<TD style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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="3">Common
 Stocks&#8212;82.8% </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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:78.12%;" colspan="2">Communication
 Services&#8212;3.3% </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:53.95%;">Cellnex
 Telecom SA<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:3pt;padding-left:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8199;213,838
 </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:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;14,644
<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:2pt;padding-top:1.88pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:78.12%;" colspan="2">Consumer
 Discretionary&#8212;0.0% </TD>
<TD style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:53.95%;">MYT
 Holding LLC Class B<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8199;&#8199;22,362
 </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:4.62pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;115
<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:64pt;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;">27</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:53.95%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">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:21.88%;">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:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </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:76.12%;" colspan="2">Energy&#8212;10.1%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Cheniere
 Energy, Inc.<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;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;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:21.88%;">$&#8199;&#8199;&#8199;7,508
 </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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Enbridge,
 Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;286,207
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;11,251
 </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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Frontera
 Energy Corp.<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;&#8199;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: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;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">ONEOK,
 Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;119,310
 </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: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;
width:21.88%;">&#8199;&#8199;&#8199;6,266
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Pembina
 Pipeline Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;204,160
 </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;
width:21.88%;">&#8199;&#8199;&#8199;6,222
 </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:53.95%;">Targa
 Resources Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;167,600
 </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: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;
width:21.88%;">&#8199;&#8199;&#8199;7,361
 </TD></TR>
<TR style="page-break-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:53.95%;">TC
 Energy Corp.<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;139,712
 </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;width:21.88%;">&#8199;&#8199;&#8199;6,633
 </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:53.95%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;45,250
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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:76.12%;" colspan="2">Financials&#8212;0.0%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-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:53.95%;">NMG
 Parent LLC<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;368
 </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;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;46
 </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:76.12%;" colspan="2">Industrials&#8212;21.8%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Aena
 SME SA<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;93,908
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;14,991
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Aeroports
 de Paris<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;44,270
 </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;
width:21.88%;">&#8199;&#8199;&#8199;5,198
 </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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Atlantia
 SpA<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;256,210
 </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;
width:21.88%;">&#8199;&#8199;&#8199;4,802
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Auckland
 International Airport Ltd.<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;930,591
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;&#8199;4,728
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Canadian
 Pacific Railway Ltd.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;60,020
 </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: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;
width:21.88%;">&#8199;&#8199;&#8199;4,129
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">CSX
 Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;235,635
 </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: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;
width:21.88%;">&#8199;&#8199;&#8199;7,665
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Flughafen
 Zurich AG<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;37,265
 </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: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;
width:21.88%;">&#8199;&#8199;&#8199;6,194
 </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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Norfolk
 Southern Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;45,611
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;11,564
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Sydney
 Airport<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,715,436
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;10,002
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Transurban
 Group<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,579,638
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;16,421
 </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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Union
 Pacific Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;19,232
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;&#8199;4,170
 </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:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Vinci
 SA<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;78,611
 </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;width:21.88%;">&#8199;&#8199;&#8199;8,436
 </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:53.95%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;98,300
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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:76.12%;" colspan="2">Real
 Estate&#8212;9.4% </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">American
 Tower Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;82,680
 </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;
width:21.88%;">&#8199;&#8199;24,157
 </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: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:53.95%;">Crown
 Castle International Corp.<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;92,740
 </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;width:21.88%;">&#8199;&#8199;18,055
 </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:53.95%;">&#160; </TD>
<TD style="line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:6.20pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;42,212
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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:76.12%;" colspan="2">Utilities&#8212;38.2%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Ameren
 Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;71,855
 </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: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;
width:21.88%;">&#8199;&#8199;&#8199;6,303
 </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:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">American
 Water Works Co., Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;27,060
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;&#8199;4,932
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Atmos
 Energy Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;63,490
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;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;
width:21.88%;">&#8199;&#8199;&#8199;6,191
 </TD></TR>
<TR style="page-break-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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">CenterPoint
 Energy, Inc.<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:8pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;266,905
 </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;
width:21.88%;">&#8199;&#8199;&#8199;6,697
 </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:53.95%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">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:21.88%;">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:53.95%;">&#160; </TD>
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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: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;white-space:nowrap;width:76.12%;" colspan="2">Utilities&#8212;continued
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
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<TD 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:53.95%;">CMS
 Energy Corp.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;112,540
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<TD 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:53.95%;">Dominion
 Energy, Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;195,000
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;15,179
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Edison
 International<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;105,310
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;6,091
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">EDP
 - Energias de Portugal SA<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,199,563
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width:21.88%;">&#8199;&#8199;&#8199;6,589
 </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:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Emera,
 Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;84,910
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width:21.88%;">&#8199;&#8199;&#8199;4,008
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Enel
 SpA<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;781,195
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;7,118
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Evergy,
 Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;71,810
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<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;4,915
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Eversource
 Energy<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;86,980
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;7,892
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Fortis,
 Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;110,655
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;5,069
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Iberdrola
 SA<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;567,273
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;7,030
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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:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">National
 Grid plc<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;800,020
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;10,353
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<TD 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:53.95%;">NextEra
 Energy, Inc.<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;320,904
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;26,953
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<TD 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:53.95%;">Orsted
 A/S<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;9,129
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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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left; text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Public
 Service Enterprise Group, Inc.<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP> </TD>
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<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;9,923
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<TD 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:53.95%;">Sempra
 Energy<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)</SUP> </TD>
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 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt; line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;13,210
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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:53.95%;">Southern
 Co. (The)<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:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;58,750
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;3,862
 </TD></TR>
<TR style="page-break-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:53.95%;">Spire,
 Inc.<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:3pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;53,430
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;3,564
 </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:53.95%;">&#160; </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:6.83pt;padding-right:3pt;padding-top:1.88pt; text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;172,225
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#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:76.12%;" colspan="2">Total
 Common Stocks<BR> <FONT style="text-transform:none;">(Identified Cost $321,206)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;372,792
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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">Exchange-Traded
 Fund&#8212;0.5% </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:53.95%;">VanEck
 Vectors High Yield Muni ETF<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;37,825
 </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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,402
 </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:76.12%;" colspan="2">Total
 Exchange-Traded Fund<BR> <FONT style="text-transform:none;">(Identified Cost $2,370)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;padding-right:3pt;padding-top:2.5pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,402
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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:76.12%;" colspan="2">Utilities&#8212;0.0%
 </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;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:21.88%;">&#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:53.95%;">Vistra
 Energy Corp.<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(6)</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:4pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;&#8199;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:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;3
 </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:76.12%;" 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-right:4pt;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:7.75pt;padding-right:3pt;padding-top:2.5pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;3
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#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:5.5pt;padding-left:0pt;padding-right:2pt;text-align:left; text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:76.12%;" colspan="2">Total
 Long-Term Investments&#8212;134.2%<BR> <FONT style="text-transform:none;">(Identified Cost $549,025)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:4pt;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-bottom:5.5pt;padding-left:7.75pt;padding-right:3pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;604,666
 </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:70pt;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:74pt;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;">28</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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:53.95%;">&#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:4pt;text-align:center; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">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:21.88%;">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:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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">Short-Term
 Investment&#8212;0.9% </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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;0.9% </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: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:53.95%;">Dreyfus
 Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(1)(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:4pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">3,870,829
 </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:21.88%;">$
<FONT style="padding-left:0.62pt;"></FONT>&#8199;&#8199;&#8199;3,871 </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:76.12%;" colspan="2">Total
 Short-Term Investment<BR> <FONT style="text-transform:none;">(Identified Cost $3,871)</FONT> </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-right:4pt;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:7.75pt;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;
width:21.88%;">&#8199;&#8199;&#8199;3,871
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </TD>
<TD style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:21.88%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160; </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:76.12%;" colspan="2">TOTAL
 INVESTMENTS&#8212;135.1%<BR> (Identified Cost $552,896) </TD>
<TD style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:3pt;text-align:right;text-decoration:none; text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;$
<FONT style="padding-left:3.75pt;"></FONT>608,537 </TD></TR>
<TR style="page-break-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:76.12%;" colspan="2">Other
 assets and liabilities, net&#8212;(35.1)% </TD>
<TD style="line-height:0pt;padding-bottom:3pt;padding-right:4pt;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:9.62pt;padding-right:3pt; padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.88%;">(158,114)
 </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:76.12%;" colspan="2">NET
 ASSETS&#8212;100.0% </TD>
<TD style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;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:4pt;padding-right:3pt; padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;$
<FONT style="padding-left:3.75pt;"></FONT>450,423 </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:13.22%;">ABS
 </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:87.39%;">Asset-Backed
 Securities </TD></TR>
<TR style="page-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:13.22%;">ACA
 </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:87.39%;">American
 Capital Access Financial Guarantee Corp. </TD></TR>
<TR style="page-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:13.22%;">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:87.39%;">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:13.22%;">ETF
 </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:87.39%;">Exchange-Traded
 Fund </TD></TR>
<TR style="page-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:13.22%;">JSC
 </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:87.39%;">Joint Stock
 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:13.22%;">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:87.39%;">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:13.22%;">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:87.39%;">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:13.22%;">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:87.39%;">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:13.22%;">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:87.39%;">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:13.22%;">NA
 </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:87.39%;">National
 Association </TD></TR>
<TR style="page-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:13.22%;">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:87.39%;">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-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-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 securities is segregated as collateral for borrowings. </TD></TR>
<TR style="page-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;">(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: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>
<TR style="page-break-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;">(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:6pt;padding-left:2pt;padding-top:1.25pt;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></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;">(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:6pt;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, 2021, these securities amounted to a value of
$130,806 or 29.0% 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;">(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%;">Variable
 rate security. Rate disclosed is as of August 31, 2021. 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;">(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%;">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;">(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%;">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;">(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%;">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;">(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%;">First
 pay date will be in October 2021. </TD></TR>
<TR style="page-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%;">100% of
 the income received was in cash. </TD></TR>
<TR style="page-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;">(11)</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%;">This loan
 will settle after August 31, 2021, at which time the interest rate, based on the LIBOR and the agreed upon spread on trade date, will be reflected. </TD></TR>
<TR style="page-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;">(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:1.25pt;text-align:left;text-decoration:none;text-transform:none; vertical-align:top;width:94.18%;">60%
of the income received was in cash and 40% 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%;">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-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%;">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-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;">(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:6pt;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></TABLE> </DIV> </DIV> </DIV> <DIV style="clear:both;">&nbsp; <DIV style="clear:both;width:100%;" type="Block"> </DIV> </DIV> <DIV style="padding-top:80pt;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:106pt;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;">29</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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;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-bottom:6pt;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;">(16)</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:94.18%;">Shares
 of this fund are publicly offered, and its prospectus and annual report are publicly available. </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: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%;">66%
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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%;">7
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD 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%;">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: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%;">France
 </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%;">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: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="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: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%;">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: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, 2021. </TD></TR></TABLE> </DIV> </DIV> <DIV style="margin-top:11pt;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, 2021, 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, 2021 </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>25,749 </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>25,749 </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%;">$
<FONT style="padding-left:10pt;"></FONT>&#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%;">100,569
 </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%;">100,222
 </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:30pt;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%;">347
<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%;">17,130
 </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%;">17,130
 </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:28pt;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%;">48,378
 </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%;">48,378
 </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:28pt;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%;">32,565
 </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%;">31,860
 </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%;">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: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%;">1,603
 </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%;">1,603
 </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:28pt;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%;">U.S.
 Government Security </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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:15.20%;">479
 </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: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:11.07%;">479
 </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:28pt;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%;">372,792
 </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%;">372,631
 </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:11.07%;">161
 </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:28pt;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%;">2,996
 </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%;">479
 </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%;">2,517
 </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:28pt;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%;">3
 </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:32pt;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%;">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: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%;">Exchange-Traded
 Fund </TD>
<TD style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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%;">2,402
 </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:13.25%;">2,402
 </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:28pt;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: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%;">3,871
 </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%;">3,871
 </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:28pt;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%;">$608,537
 </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%;">$379,383
 </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%;">$228,099
 </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%;">$1,055
 </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;">Securities held by the Fund with an end of period value
of $2 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;">Security held by the Fund with an end of period value of
$115 were transferred from Level 3 to Level 2 due to an increase in trading activities during the period.</DIV> </DIV> <DIV style="width:100%;" type="Block"> </DIV> <DIV style="margin-top:37pt;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;">30</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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;">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 total value of Level 3 securities compared to total net assets is not material; therefore, the rollforward of Level 3 securities and valuation inputs are not shown for the period ended August 31, 2021.</DIV> </DIV>
<DIV style="width:100%;" type="Block"> </DIV> <DIV style="margin-top:393pt;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:409pt;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;">31</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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;">FINANCIAL HIGHLIGHTS (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, 2021</DIV> </DIV>
<DIV style="margin-top:32pt;width:100%;" 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:100.00%;" 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-bottom:0.88pt;padding-left:0pt;padding-right:6pt;text-align:left;text-decoration:none; text-transform:none;vertical-align:bottom;width:57.63%;">(Reported
 in thousands except for the per share amounts) </TD>
<TD style="line-height:7pt;padding-bottom:0.88pt;padding-right:6pt;text-align:center;vertical-align:bottom;width:42.37%;" colspan="5">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="line-height:0pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:0.88pt;text-align:left;vertical-align:bottom;width:57.63%;">&#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:1.5pt;padding-left:6pt;padding-right:6pt; padding-top:0.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:center;width:22.10%;" colspan="2">Total
 Net Assets </TD>
<TD style="line-height:0pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:0.88pt;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:1.5pt;padding-left:6pt;padding-right:6pt; padding-top:0.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:center;width:18.27%;" colspan="2">Net
 Asset Value<BR> per share </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:0pt;padding-right:6pt;padding-top:1.38pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">Beginning of period: November 30,
2020</DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;" noshade="noshade">
</TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:11.85%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:6pt;padding-right:6pt;padding-top:1.38pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.24%;">$441,552
 </TD>
<TD style="line-height:0pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:9.52%;">&#160; </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:6pt;padding-right:6pt;padding-top:1.38pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.75%;">$9.31
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:8pt;padding-right:6pt;padding-top:0.88pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">Net investment
income<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">*</SUP></DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:3.20pt;vertical-align:auto;"
noshade="noshade">
 </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:6pt;padding-right:6pt;padding-top:0.88pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:11.85%;">$
<FONT style="padding-left:6.66pt;"></FONT>8,196 </TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:0.88pt;text-align:right;vertical-align:bottom;width:10.24%;">&#160; </TD>
<TD style="line-height:0pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:0.88pt;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:0.88pt;padding-left:6pt;padding-right:6pt;padding-top:0.88pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;width:9.52%;">$
<FONT style="padding-left:2.66pt;"></FONT>0.17 </TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:0.88pt;text-align:right;vertical-align:bottom;width:8.75%;">&#160; </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:8pt;padding-right:6pt;padding-top:0.88pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">Net realized and unrealized gain on
investments</DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;" noshade="noshade">
 </TD>
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:12.66pt;padding-right:6pt;padding-top:0.88pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.85%;">32,713
 </TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:0.88pt;text-align:right;vertical-align:bottom;width:10.24%;">&#160; </TD>
<TD style="line-height:0pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:0.88pt;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:0.88pt;padding-left:12.66pt;padding-right:6pt;padding-top:0.88pt;text-align:right; text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">0.69
 </TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:0.88pt;text-align:right;vertical-align:bottom;width:8.75%;">&#160; </TD></TR>
<TR style="page-break-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:8pt;padding-right:6pt;padding-top:0.88pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">Dividends from net investment income and distributions from net long-term and short-term capital
gains<SUP style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">**</SUP></DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:3.20pt;vertical-align:auto;"
noshade="noshade">
 </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:1.5pt;padding-left:10pt;padding-right:6pt; padding-top:0.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.85%;">(34,200)
 </TD>
<TD style="line-height:8pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:0.88pt;text-align:right;vertical-align:bottom;width:10.24%;">&#160; </TD>
<TD style="line-height:0pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:0.88pt;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-bottom:1.5pt;padding-left:10pt;padding-right:6pt; padding-top:0.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">(0.72)
 </TD>
<TD style="line-height:8pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:0.88pt;text-align:right;vertical-align:bottom;width:8.75%;">&#160; </TD></TR>
<TR style="page-break-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:8pt;padding-right:6pt;padding-top:1.38pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">Capital share transactions:</DIV><BR> <DIV style="float:left;">Issuance of common stock related to reinvestment of</DIV><BR>
<DIV style="float:left;">&#8201;distributions</DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
 </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:1.5pt;padding-left:16.66pt;padding-right:6pt; padding-top:1.38pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.85%;">2,162
 </TD>
<TD style="line-height:8pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:10.24%;">&#160; </TD>
<TD style="line-height:0pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:1.38pt;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:1.5pt;padding-left:18.66pt;padding-right:6pt;padding-top:1.38pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">&#8212;
 </TD>
<TD style="line-height:8pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:8.75%;">&#160; </TD></TR>
<TR style="page-break-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:8pt;padding-right:6pt;padding-top:1.38pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">Net increase (decrease) in net assets/net asset
value</DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;" noshade="noshade">
</TD>
<TD style="line-height:8pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:11.85%;">&#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:1.5pt;padding-left:18pt;padding-right:6pt; padding-top:1.38pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.24%;">8,871
 </TD>
<TD style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="line-height:8pt;padding-bottom:1.5pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:9.52%;">&#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:1.5pt;padding-left:10pt;padding-right:6pt; padding-top:1.38pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.75%;">0.14
 </TD></TR>
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:0.88pt;padding-left:0pt;padding-right:6pt;padding-top:1.38pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:bottom;width:57.63%;">
<DIV style="float:left;">End of period: August 31,
2021</DIV><HR style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;" noshade="noshade">
</TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:11.85%;">&#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:0.88pt;padding-left:6pt;padding-right:6pt; padding-top:1.38pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.24%;">$450,423
 </TD>
<TD style="border-bottom:medium double #000000;line-height:0pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:top;width:2.00%;">&#160; </TD>
<TD style="line-height:8pt;padding-bottom:0.88pt;padding-right:6pt;padding-top:1.38pt;text-align:right;vertical-align:bottom;width:9.52%;">&#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:0.88pt;padding-left:6pt;padding-right:6pt; padding-top:1.38pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.75%;">$9.45
 </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-left:0pt;padding-right:1.5pt;padding-top:3pt;text-align:left;text-decoration:none; text-transform:none;vertical-align:top;white-space:nowrap;width:2.77%;">*
 </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:3pt;text-align:left;text-decoration:none;text-transform:none; vertical-align:top;width:97.67%;">Calculated
 using average shares outstanding. </TD></TR>
<TR style="page-break-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:1.5pt;padding-top:1pt;text-align:left; text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:2.77%;">**
 </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:1.5pt;padding-top:1pt;text-align:left;text-decoration:none; text-transform:none;vertical-align:top;width:97.67%;">Please
 note that the tax status of our distributions is determined at the end of the taxable year. However, based on interim data as of August 31, 2021, we estimate that 22.2% of distributions will represent net investment income, and 77.8% will represent
return of capital. Also refer to inside front cover for information on the Managed Distribution Plan. </TD></TR></TABLE> </DIV> </DIV> <DIV style="width:100%;" type="Block"> </DIV> <DIV style="margin-top:312pt;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;">32</DIV> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;">
</DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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 or 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
convertible bonds, and 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, activity of the underlying equities, 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</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;">33</DIV> </DIV>
</DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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, 2021</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;">on
pricing models used by market makers in the security and 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;">34</DIV> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;">
</DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <DIV style="width:100%;"> <DIV style="width:100%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:18pt;text-align:center;text-decoration:none;text-transform:none;">CERTIFICATION</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-indent:4.66%;text-transform:none;">The Fund files the required annual Chief
Executive Officer (&#8220;CEO&#8221;) certification regarding compliance with the NYSE&#8217;s listing standards no more than 30 days after each annual shareholder meeting for the Fund. The Fund has included the certifications of the Fund&#8217;s
CEO and Principal Financial Officer required by Section 302 of the Sarbanes-Oxley Act in the Fund&#8217;s Form N-CSR filed with the SEC for the period of this report.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:18pt;text-align:center;text-decoration:none;text-transform:none;">KEY INFORMATION</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-transform:none;">Shareholder Relations: 1-866-270-7788</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-indent:4.66%;text-transform:none;">For general information and literature, as well as updates
on net asset value, share price, major industry groups and other key information.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:18pt;text-align:center;text-decoration:none;text-transform:none;">REINVESTMENT PLAN</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-indent:4.66%;text-transform:none;">The Automatic Reinvestment and Cash Purchase
Plan (the &#8220;Plan&#8221;) offers shareholders a convenient way to acquire additional shares of the Fund. Registered holders will be automatically placed in the Plan and may opt out by calling Shareholder Relations at the number listed above. If
shares are held at a brokerage firm, contact your broker about participation in the Plan.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:18pt;text-align:center;text-decoration:none;text-transform:none;">REPURCHASE OF SECURITIES</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-indent:4.66%;text-transform:none;">Notice is hereby given in accordance with
Section 23(c) of the 1940 Act that the Fund may from time to time purchase its shares of common stock in the open market when Fund shares are trading at a discount from their net asset value.</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:18pt;text-align:center;text-decoration:none;text-transform:none;">PROXY VOTING INFORMATION (FORM N-PX)</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-indent:4.66%;text-transform:none;">The subadvisers vote proxies relating to
portfolio securities in accordance with procedures that have been approved by the Fund&#8217;s Board. You may obtain a description of these procedures, along with information regarding how the Fund voted proxies during the most recent 12-month
period ended June 30, free of charge, by calling toll-free 1-866-270-7788. This information is also available through the SEC&#8217;s website at <FONT style="font-style:italic;text-decoration:underline;">https://www.sec.gov.</FONT></DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:18pt;text-align:center;text-decoration:none;text-transform:none;">PORTFOLIO HOLDINGS INFORMATION</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:12pt;text-align:left;text-decoration:none;text-indent:4.66%;text-transform:none;">The Fund files its complete schedule of
portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form NPORT-P. Form NPORT-P is available on the SEC&#8217;s website at
<FONT style="font-style:italic;text-decoration:underline;">https://www.sec.gov</FONT><FONT style="font-style:italic;">.</FONT></DIV> </DIV> <DIV style="margin-top:103pt;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;">35</DIV> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;">
</DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <DIV style="width:100%;border:1pt solid black;"> <DIV style="width:100%;" type="Block"> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <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:left;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:Normal;line-height:13pt;text-align:left;text-decoration:none;text-transform:none;">101 Munson Street</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;text-align:left;text-decoration:none;text-transform:none;">Greenfield, MA 01301-9668</DIV> </DIV> <DIV style="margin-top:30pt;">
<DIV style="float:left;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">Board of Directors</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;">George R. Aylward</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;">Donald C. Burke</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;">Sarah E. Cogan</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;">Deborah A. DeCotis</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;">F. Ford Drummond</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;">Sidney E. Harris</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;">John R. Mallin</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;">Connie D. McDaniel</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;">Philip R. McLoughlin, Chairman</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;">Geraldine M. McNamara</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;">R. Keith Walton</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;">Brian T. Zino</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;">William R. Moyer, Advisory Member</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:8pt;text-align:left;text-decoration:none;text-transform:none;">Officers</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.6184pt;text-align:left;text-decoration:none;text-indent:-12.6184pt;text-transform:none; ">George R. Aylward, President
and Chief Executive Officer</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;">Peter Batchelar, Senior Vice President</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.6184pt;text-align:left;text-decoration:none;text-indent:-12.6184pt;text-transform:none;">W. Patrick Bradley, Executive
Vice President, Chief Financial Officer, and Treasurer</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.6184pt;text-align:left;text-decoration:none;text-indent:-12.6184pt;text-transform:none;">Nancy J. Engberg, Senior Vice
President and Chief Compliance Officer</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.6184pt;text-align:left;text-decoration:none;text-indent:-12.6184pt;text-transform:none; ">Jennifer Fromm, Vice President,
Chief Legal Officer, Counsel and Secretary</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;">Julia R. Short, Senior Vice
President</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;">Richard W. Smirl, Executive Vice President</DIV> </DIV>
<DIV style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">Investment Adviser</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;">Virtus Investment Advisers, Inc.</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;">One Financial Plaza</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;">Hartford, CT 06103-2608</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:8pt;text-align:left;text-decoration:none;text-transform:none;">Administrator</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;">Virtus Fund Services, LLC</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;">One Financial Plaza</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;">Hartford, CT 06103</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:8pt;text-align:left;text-decoration:none;text-transform:none;">Custodian</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;">The Bank of New York Mellon</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;">240 Greenwich Street</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;">New York, NY 10286-1048</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:8pt;text-align:left;text-decoration:none;text-transform:none;">Transfer Agent</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;">Computershare</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;">P.O. Box 505005</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;">Louisville, KY 40233-5005</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:8pt;text-align:left;text-decoration:none;text-transform:none;">Fund Counsel</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;">Sullivan &amp; Worcester LLP</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;">1666 K Street, NW</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;">7th Floor</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;">Washington, DC 20006</DIV>
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:8pt;text-align:left;text-decoration:none;text-transform:none;">How to Contact Us</DIV> <DIV style="text-align:left;">
<TABLE style="border-collapse:collapse;empty-cells:show;margin-top:2pt;width:100%;" cellpadding="0" cellspacing="0">
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top; width:42.84%;">Shareholder
Services </TD>
<TD style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2.00pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top; white-space:nowrap;width:57.16%;">1-866-270-7788
 </TD></TR></TABLE> </DIV> <DIV style="text-align:left;">
<TABLE style="border-collapse:collapse;empty-cells:show;margin-top:2pt;width:100%;" cellpadding="0" cellspacing="0">
<TR style="page-break-inside:avoid;">
<TD style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top; white-space:nowrap;width:53.02%;">Website
 </TD>
<TD style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0.00pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top; white-space:nowrap;width:46.98%;">www.Virtus.com
 </TD></TR></TABLE> </DIV> </DIV> </DIV> <DIV style="clear:both;">&nbsp; </DIV> <DIV style="border:1pt solid black;margin-top:138pt;width:100%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:12pt;padding-left:1.46%;text-align:left;text-decoration:none;text-transform:none;">Important Notice to Shareholders<BR> <FONT
 style="font-weight:Normal;">The Securities and Exchange Commission has modified mailing regulations for semiannual and annual shareholder fund reports to allow mutual fund companies to send a single copy of these reports to shareholders who share
the same mailing address. If you would like additional copies, please call Mutual Fund Services at 1-866-270-7788.</FONT></DIV> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> <HR style="margin-bottom:0pt;">
<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
  <DIV style="width:100%;"> <DIV style="float:right;overflow:hidden;position:relative;width:21.16%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">Virtus Total Return Fund Inc.</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;">c/o Computershare Investor Services</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;">P.O. Box 505005</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;">Louisville, KY 40233-5005</DIV> </DIV>
<DIV style="float:left;overflow:hidden;position:relative;width:21.16%;" type="Block">
<DIV style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;text-align:left;text-decoration:none;text-transform:none;">For more information about<BR> Virtus Closed-End Funds, please<BR> contact us
at <FONT style="font-weight:bold;">1-866-270-7788<BR> </FONT>or <FONT style="font-weight:bold;">closedendfunds@virtus.com<BR> </FONT>or visit <FONT style="font-weight:bold;">Virtus.com</FONT>.</DIV> </DIV>
<DIV style="background-color:#000000;float:left;height:388pt;margin-top:11pt;position:relative;width:0.17%;z-index:-1;" type="Block"> </DIV> <DIV style="width:37.69%;" 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;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top; white-space:nowrap;width:87.83%;">Q-3
 </TD>
<TD style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap; width:12.17%;">10-21
</TD></TR></TABLE> </DIV> </DIV> </DIV> <DIV style="clear:both;font-size:12pt;height:0pt;"> </DIV> </BODY></HTML>
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