<SEC-DOCUMENT>0001752724-22-239599.txt : 20221027
<SEC-HEADER>0001752724-22-239599.hdr.sgml : 20221027
<ACCEPTANCE-DATETIME>20221027141629
ACCESSION NUMBER:		0001752724-22-239599
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20220831
FILED AS OF DATE:		20221027
DATE AS OF CHANGE:		20221027
PERIOD START:           	20221130

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:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05620
		FILM NUMBER:		221336671

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

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ZWEIG TOTAL RETURN FUND INC
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <invstOrSec>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>INFINITE BIDCO LLC</name>
        <lei>N/A</lei>
        <title>Infinite Bidco LLC</title>
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          <isin value="US45674KAB17"/>
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        <assetCat>LON</assetCat>
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        <name>BLUELINX HOLDING</name>
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        <name>CITADEL LP</name>
        <lei>549300IPM6EKPVUPFL67</lei>
        <title>Citadel LP</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-01-15</maturityDt>
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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-09</maturityDt>
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        <name>ANTERO MIDSTREAM PART/FI</name>
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        <name>NORTHRIVER MIDSTREAM FIN</name>
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        <title>Northriver Midstream Finance LP</title>
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        <invCountry>CA</invCountry>
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        <name>PLAYA RESORTS HOLDING B.V.</name>
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        <title>Playa Resorts Holding BV</title>
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        <name>BLUE OWL FINANCE LLC</name>
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        <title>Blue Owl Finance LLC</title>
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        <name>PUG LLC</name>
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        <name>VENTURE GLOBAL CALCASIEU</name>
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        <name>SERVICE PROPERTIES TRUST</name>
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        <name>STATE OIL CO OF THE AZER</name>
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        <title>State Oil Co of the Azerbaijan Republic</title>
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        <name>Mill City Mortgage Trust</name>
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        <issuerCat>CORP</issuerCat>
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        <name>ELDORADO GOLD CORP</name>
        <lei>5493004PWQ01YDD1IH62</lei>
        <title>Eldorado Gold Corp</title>
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        <name>Carvana Auto Receivables Trust</name>
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        <name>LHOME Mortgage Trust</name>
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        <name>TITAN ACQ/CO-BORROWER</name>
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      <invstOrSec>
        <name>AIR CANADA</name>
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        <assetCat>LON</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CONSENSUS CLOUD SOLUTION</name>
        <lei>N/A</lei>
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          <isin value="US20848VAB18"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>WEEKLEY HOMES LLC/ FINAN</name>
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        <name>Preston Ridge Partners Mortgag</name>
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        <issuerCat>CORP</issuerCat>
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        <name>ANTERO RESOURCES CORP</name>
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        <name>CAPITAL FARM CREDIT ACA</name>
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        <title>Capital Farm Credit ACA</title>
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        <name>Iberdrola SA</name>
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        <name>COVIA HOLDINGS CORP</name>
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        <name>National Grid PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>National Grid PLC</title>
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      <invstOrSec>
        <name>BIO-RAD LABS</name>
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      <invstOrSec>
        <name>EPR PROPERTIES</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties</title>
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          <isin value="US26884UAC36"/>
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        <curCd>USD</curCd>
        <valUSD>536876.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-12-15</maturityDt>
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      <invstOrSec>
        <name>WELD NORTH EDUCATION LLC</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-12-17</maturityDt>
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      <invstOrSec>
        <name>Aligned Data Centers Issuer LL</name>
        <lei>N/A</lei>
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        <cusip>01627AAA6</cusip>
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          <isin value="US01627AAA60"/>
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        <balance>590000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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          <maturityDt>2046-08-15</maturityDt>
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      <invstOrSec>
        <name>TASEKO MINES LTD</name>
        <lei>549300XKUO1JSLU7KX54</lei>
        <title>Taseko Mines Ltd</title>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-02-15</maturityDt>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US91282CDY49"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PETSMART INC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>163436.03000000</valUSD>
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        <assetCat>LON</assetCat>
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          <maturityDt>2028-02-12</maturityDt>
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      <invstOrSec>
        <name>ILLUMINA INC</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina Inc</title>
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        <balance>495000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2031-03-23</maturityDt>
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        <name>Progress Residential Trust</name>
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          <maturityDt>2038-07-17</maturityDt>
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        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2020-1</title>
        <cusip>89178WAC2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <name>DICK'S SPORTING GOODS</name>
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        <title>Dick's Sporting Goods Inc</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2032-01-15</maturityDt>
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        <name>SURGERY CENTER HOLDINGS INC</name>
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        <title>Surgery Center Holdings Inc</title>
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        <name>REPUBLIC OF INDONESIA</name>
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        <invCountry>ID</invCountry>
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        <name>CoreVest American Finance Ltd</name>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>N/A</maturityDt>
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        <name>Tricon Residential</name>
        <lei>N/A</lei>
        <title>Tricon Residential 2021-SFR1 Trust</title>
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        <balance>185000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2038-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CNTL AMR BOTTLING CORP</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Southern Co/The</name>
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      <invstOrSec>
        <name>St. George's University Scholastic Services LLC</name>
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      <invstOrSec>
        <name>Aqua Finance Trust</name>
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      <invstOrSec>
        <name>Hardee's Funding LLC and Carls</name>
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      <invstOrSec>
        <name>Williams Cos Inc/The</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-4</title>
        <cusip>89173UAB3</cusip>
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          <isin value="US89173UAB35"/>
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        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
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      <invstOrSec>
        <name>UFC HOLDINGS LLC</name>
        <lei>549300JEOTH7UMZ3C491</lei>
        <title>UFC Holdings LLC</title>
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          <isin value="US90266UAJ25"/>
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        <balance>308871.52810000</balance>
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        <curCd>USD</curCd>
        <valUSD>299605.38000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-29</maturityDt>
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      <invstOrSec>
        <name>PROJECT RUBY ULTIMATE PARE</name>
        <lei>549300UGGIEE7YT1C741</lei>
        <title>Project Ruby Ultimate Parent Corp</title>
        <cusip>74339UAS9</cusip>
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          <isin value="US74339UAS96"/>
          <other otherDesc="INTERNAL" value="BL3562792"/>
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        <balance>255562.51000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-03-10</maturityDt>
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        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc</title>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>

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      <invstOrSec>
        <name>ACRISURE LLC / FIN INC</name>
        <lei>N/A</lei>
        <title>Acrisure LLC / Acrisure Finance Inc</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-11-15</maturityDt>
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        <name>PETRONAS CAPITAL LTD</name>
        <lei>549300G7YFX3540OYR85</lei>
        <title>Petronas Capital Ltd</title>
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        <invCountry>MY</invCountry>
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        <name>FERRELLGAS LP/FERRELLGAS</name>
        <lei>N/A</lei>
        <title>Ferrellgas LP / Ferrellgas Finance Corp</title>
        <cusip>315289AC2</cusip>
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        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2022-SFR3 Trust</title>
        <cusip>74331UAA6</cusip>
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          <isin value="US74331UAA60"/>
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        <balance>455000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2039-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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        <name>CSX Corp</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp</title>
        <cusip>126408103</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>AXIS Equipment Finance Receiva</name>
        <lei>549300INEWFFGID70G60</lei>
        <title>Amur Equipment Finance Receivables IX LLC</title>
        <cusip>03237KAD6</cusip>
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        <balance>710000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-06-21</maturityDt>
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        <name>NextEra Energy Inc</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Inc</title>
        <cusip>65339F101</cusip>
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          <isin value="US65339F1012"/>
          <ticker value="NEE"/>
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        <balance>249429.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21216430.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>REPUBLIC OF VENEZUELA</name>
        <lei>529900XM8PJTJK5OJI77</lei>
        <title>Venezuela Government International Bond</title>
        <cusip>922646BL7</cusip>
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        <name>LEGACY LIFEPOINT HEALTH</name>
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        <name>LANNETT CO INC</name>
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        <name>LINCOLN NATIONAL CORP</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
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        <name>LUMEN TECHNOLOGIES INC</name>
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        <name>NAB HOLDINGS LLC</name>
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      <invstOrSec>
        <name>GLS Auto Receivables Trust</name>
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        <name>Mariner Finance Issuance Trust</name>
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        <name>HILCORP ENERGY I/HILCORP</name>
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        <name>PULTEGROUP INC</name>
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        <name>EPICOR SOFTWARE CORP</name>
        <lei>JGNXVGGGXR4O1L5I7S73</lei>
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        <name>TRANSDIGM INC</name>
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        <title>TransDigm Inc</title>
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        <name>PT PERTAMINA (PERSERO)</name>
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        <title>Pertamina Persero PT</title>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
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        <invCountry>ZA</invCountry>
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        <name>KINGDOM OF MOROCCO</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>Morocco Government International Bond</title>
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        <invCountry>MA</invCountry>
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        <name>Prestige Auto Receivables Trus</name>
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        <name>American Homes 4 Rent</name>
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        <name>Atlas Arteria Ltd</name>
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      <invstOrSec>
        <name>BX Trust 2019-OC11</name>
        <lei>N/A</lei>
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        <name>Ellington Financial Mortgage T</name>
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        <name>REPUBLIC OF ANGOLA</name>
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        <name>Atmos Energy Corp</name>
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        <name>ECOPETROL SA</name>
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        <title>Ecopetrol SA</title>
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        <name>GLS Auto Receivables Trust</name>
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        <name>Towd Point Mortgage Trust</name>
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        <name>CROWNROCK LP/CROWNROCK F</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <title>Petroleos Mexicanos</title>
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        <name>IDAHO ST HLTH FACS AUTH REVENU</name>
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        <title>Idaho Health Facilities Authority</title>
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        <invCountry>BM</invCountry>

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        <name>Eversource Energy</name>
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      <invstOrSec>
        <name>Atlantia SpA</name>
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      <invstOrSec>
        <name>TRANSOCEAN GUARDIAN LTD</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>

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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
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          <isin value="US893647BL01"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>VENTURE GLOBAL CALCASIEU</name>
        <lei>549300GKHS6RS20NLH85</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
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          <isin value="US92328MAA18"/>
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        <balance>40000.00000000</balance>
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          <maturityDt>2029-08-15</maturityDt>
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      <invstOrSec>
        <name>CDK Global Inc</name>
        <lei>N/A</lei>
        <title>Central Parent Inc</title>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>TWITTER INC</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter Inc</title>
        <cusip>90184LAG7</cusip>
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          <isin value="US90184LAG77"/>
          <other otherDesc="SEDOL" value="BKP9089"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-12-15</maturityDt>
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      <invstOrSec>
        <name>FERRELLGAS LP/FERRELLGAS</name>
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          <isin value="US315289AA69"/>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-04-01</maturityDt>
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          <annualizedRt>5.37500000</annualizedRt>
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        <name>BANCO SANTANDER CHILE</name>
        <lei>3YJP8HORPAEXJ80D6368</lei>
        <title>Banco Santander Chile</title>
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          <isin value="US05970FAD33"/>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
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          <isin value="US91087BAR15"/>
          <other otherDesc="SEDOL" value="BNSQ550"/>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co</title>
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          <maturityDt>N/A</maturityDt>
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        <name>REPUBLIC OF NIGERIA</name>
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        <title>Nigeria Government International Bond</title>
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        <name>Mill City Mortgage Trust</name>
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        <name>Avis Budget Rental Car Funding</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>Avis Budget Rental Car Funding AESOP LLC</title>
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        <name>Public Service Enterprise Grou</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
        <cusip>744573106</cusip>
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          <ticker value="PEG"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>SUNSHINE LUXEMBOURG VII</name>
        <lei>254900CHQOBZNYV4DY60</lei>
        <title>Sunshine Luxembourg VII Sarl</title>
        <cusip>000000000</cusip>
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          <isin value="XAL8908YAE85"/>
          <other otherDesc="INTERNAL" value="BL3572544"/>
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        <balance>172812.50000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-02</maturityDt>
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        <name>GLS Auto Receivables Trust</name>
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        <name>SCIENTIFIC GAMES INTERNA</name>
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        <name>Verus Securitization Trust</name>
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        <name>OneMain Direct Auto Receivable</name>
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      <invstOrSec>
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        <name>WI TREASURY N/B</name>
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      <invstOrSec>
        <name>CNT HOLDINGS I CORP</name>
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      <invstOrSec>
        <name>FirstKey Homes 2020-SFR1 Trust</name>
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        <name>SOPHIA LP</name>
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        <name>ALASKA AIRLINES 2020 TR</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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        <name>IRON MOUNTAIN INC</name>
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        <name>ALTICE FRANCE HOLDING SA</name>
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        <name>Towd Point Mortgage Trust</name>
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        <name>REPUBLIC OF ECUADOR</name>
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        <name>ARAB REPUBLIC OF EGYPT</name>
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        <title>Egypt Government International Bond</title>
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        <name>PHOENIX GUARANTOR INC</name>
        <lei>254900JIOIDL3GSUFE55</lei>
        <title>Phoenix Guarantor Inc</title>
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        <name>MOTOROLA SOLUTIONS INC</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>Dext ABS 2020-1, LLC</name>
        <lei>N/A</lei>
        <title>Dext ABS 2020-1 LLC</title>
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          <isin value="US25216AAD63"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-02-15</maturityDt>
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      <invstOrSec>
        <name>Foundation Finance Trust</name>
        <lei>5493002KPTN6JUQ40J20</lei>
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          <isin value="US35041JAA34"/>
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        <balance>149172.50000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.86000000</annualizedRt>
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      <invstOrSec>
        <name>PREMIER ENTERTAINMENT SU</name>
        <lei>N/A</lei>
        <title>Premier Entertainment Sub LLC / Premier Entertainment Finance Corp</title>
        <cusip>74052HAA2</cusip>
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          <isin value="US74052HAA23"/>
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        <balance>530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>391468.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DS PARENT INC</name>
        <lei>N/A</lei>
        <title>DS Parent Inc</title>
        <cusip>23344YAB8</cusip>
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          <isin value="US23344YAB83"/>
          <other otherDesc="INTERNAL" value="BL3763523"/>
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        <balance>224250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216470.77000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2028-12-10</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CQ6</cusip>
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          <isin value="US097023CQ64"/>
          <other otherDesc="SEDOL" value="BKPHQG3"/>
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        <balance>205000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>147119.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SCIENCE APPLICATIONS INT</name>
        <lei>549300LZPNZIXQGZPZ48</lei>
        <title>Science Applications International Corp</title>
        <cusip>808625AA5</cusip>
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          <isin value="US808625AA58"/>
          <other otherDesc="SEDOL" value="BLG5BY6"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>282120.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Metlife Securitization Trust</name>
        <lei>N/A</lei>
        <title>METLIFE SECURITIZATION TRUST</title>
        <cusip>59166BAB7</cusip>
        <identifiers>
          <isin value="US59166BAB71"/>
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        <balance>240900.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>222327.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.41085400</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SANTANDER HOLDINGS USA</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>Santander Holdings USA Inc</title>
        <cusip>80282KAP1</cusip>
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          <isin value="US80282KAP12"/>
          <other otherDesc="SEDOL" value="BF0NL88"/>
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        <balance>435000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>418798.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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      <invstOrSec>
        <name>SUZANO AUSTRIA GMBH</name>
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        <title>Suzano Austria GmbH</title>
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        <balance>385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>325325.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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          <isin value="US91282CAL54"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <name>CITADEL SECURITIES LP</name>
        <lei>549300NV5RXBUS3X7L47</lei>
        <title>Citadel Securities LP</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Conn Funding II, L.P</name>
        <lei>N/A</lei>
        <title>Conn's Receivables Funding 2022-A LLC</title>
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          <couponKind>Fixed</couponKind>
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        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAC3</cusip>
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          <isin value="US80413TAC36"/>
          <other otherDesc="SEDOL" value="BYQ6M92"/>
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        <balance>640000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-4</title>
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          <maturityDt>2025-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.51000000</annualizedRt>
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      <invstOrSec>
        <name>Auckland International Airport</name>
        <lei>549300HFZIZDJWB7AK60</lei>
        <title>Auckland International Airport Ltd</title>
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          <isin value="NZAIAE0002S6"/>
          <ticker value="AIA"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
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      <invstOrSec>
        <name>NORTHWEST FIBER LLC/NORT</name>
        <lei>N/A</lei>
        <title>Northwest Fiber LLC / Northwest Fiber Finance Sub Inc</title>
        <cusip>667449AA0</cusip>
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          <other otherDesc="SEDOL" value="BMHJRR9"/>
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        <balance>235000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>KKR APPLE BIDCO LLC</name>
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        <name>Lendmark Funding Trust</name>
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        <name>PROOFPOINT INC</name>
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        <title>Proofpoint Inc</title>
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        <name>Flughafen Zurich AG</name>
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        <title>Blackhawk Network Holdings Inc</title>
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        <name>Arroyo Mortgage Trust</name>
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        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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        <name>FERTITTA ENTERTAINMENT L</name>
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        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle Inc</title>
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        <name>BOEING CO</name>
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        <title>Boeing Co/The</title>
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        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
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        <invCountry>FR</invCountry>
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      <invstOrSec>
        <name>METLIFE INC</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife Inc</title>
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        <name>GAINWELL ACQUISITION COR</name>
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        <name>DRAWBRIDGE SPEC OPPOR FU</name>
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          <isin value="US26150TAE91"/>
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        <name>Carvana Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Carvana Auto Receivables Trust 2019-3</title>
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          <isin value="US14686XAG43"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
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      <invstOrSec>
        <name>Enbridge Inc</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
        <cusip>29250N105</cusip>
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          <isin value="CA29250N1050"/>
          <ticker value="ENB"/>
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        <balance>150436.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CIM Trust</name>
        <lei>N/A</lei>
        <title>CIM Trust 2021-NR4</title>
        <cusip>12566DAA0</cusip>
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          <isin value="US12566DAA00"/>
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        <balance>351827.83000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>PEABODY ENERGY CORP</name>
        <lei>EJCO258LNNVSKAR2JX59</lei>
        <title>Peabody Energy Corp</title>
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        <curCd>USD</curCd>
        <valUSD>213017.28000000</valUSD>
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        <name>ASHTEAD CAPITAL INC</name>
        <lei>213800J1134IW58IC398</lei>
        <title>Ashtead Capital Inc</title>
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          <other otherDesc="SEDOL" value="BMW6548"/>
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        <name>Exeter Automobile Receivables</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust 2019-4</title>
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        <name>STATE OF QATAR</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>Qatar Government International Bond</title>
        <cusip>74727PBD2</cusip>
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          <isin value="US74727PBD24"/>
          <other otherDesc="SEDOL" value="BL6DKC1"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>New Residential Mortgage Loan</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage Loan Trust 2016-4</title>
        <cusip>64829LAA6</cusip>
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          <isin value="US64829LAA61"/>
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        <balance>25542.38000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2056-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>OSCAR ACQUISITIONCO LLC</name>
        <lei>N/A</lei>
        <title>Oscar AcquisitionCo LLC / Oscar Finance Inc</title>
        <cusip>687785AB1</cusip>
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          <isin value="US687785AB10"/>
          <other otherDesc="SEDOL" value="BPSM9X8"/>
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        <balance>345000.00000000</balance>
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        <name>BANCO MERCANTIL DE NORTE</name>
        <lei>549300QTVYRPFHS0J362</lei>
        <title>Banco Mercantil del Norte SA/Grand Cayman</title>
        <cusip>05973KAB3</cusip>
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          <isin value="US05973KAB35"/>
          <other otherDesc="SEDOL" value="BLGTTN3"/>
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        <name>Pawnee Equipment Receivables</name>
        <lei>N/A</lei>
        <title>Pawneee Equipment Receivables Series 2022-1 LLC</title>
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          <isin value="US70410DAD03"/>
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        <balance>500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <annualizedRt>5.40000000</annualizedRt>
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        <name>MCLAREN FINANCE PLC</name>
        <lei>213800BKPDWMWX3GSG36</lei>
        <title>Mclaren Finance PLC</title>
        <cusip>58175LAA8</cusip>
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          <isin value="US58175LAA89"/>
          <other otherDesc="SEDOL" value="BN75S59"/>
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        <balance>520000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>435431.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>DUBAI GOVT INT'L BONDS</name>
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        <name>GREAT CANADIAN GAMING CO</name>
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          <maturityDt>2026-11-01</maturityDt>
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      <invstOrSec>
        <name>SKOPOS AUTO RECEIVABLES TRUST</name>
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        <name>COMMSCOPE INC</name>
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          <maturityDt>2029-09-01</maturityDt>
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        <name>Dominion Mortgage Trust</name>
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        <title>Dominion Mortgage Trust 2021-RTL1</title>
        <cusip>257463AA7</cusip>
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          <isin value="US257463AA79"/>
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          <maturityDt>2027-07-25</maturityDt>
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      <invstOrSec>
        <name>Mercury Financial Credit Card</name>
        <lei>N/A</lei>
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        <name>Vinci SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
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        <invCountry>FR</invCountry>
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        <name>TEAM HEALTH HOLDINGS INC</name>
        <lei>549300PVTQ4UDTTMQT11</lei>
        <title>Team Health Holdings Inc</title>
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        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
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        <name>PHOENIX NEWCO INC</name>
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        <title>Phoenix Newco Inc</title>
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        <name>OT MERGER CORP</name>
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        <name>DT Midstream Inc</name>
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        <name>SRS DISTRIBUTION INC</name>
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        <name>Canadian Pacific Railway Ltd</name>
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        <name>FED REPUBLIC OF BRAZIL</name>
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        <title>Brazilian Government International Bond</title>
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        <name>VIANT MEDICAL HOLDINGS</name>
        <lei>549300E68YOWU15QSF58</lei>
        <title>Viant Medical Holdings Inc</title>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <name>ENTEGRIS ESCROW CORP</name>
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        <name>CALLON PETROLEUM CO</name>
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        <name>KYNDRYL HOLDINGS INC</name>
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        <name>Sequoia Mortgage Trust</name>
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        <name>BROADSTREET PARTNERS INC</name>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
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        <name>Mello Warehouse Securitization</name>
        <lei>N/A</lei>
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        <name>Aqua Finance Trust</name>
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        <name>BANK OF NY MELLON CORP</name>
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        <name>HARBOR FREIGHT TOOLS</name>
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        <title>Harbor Freight Tools USA Inc</title>
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        <name>INEOS US FINANCE LLC</name>
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        <name>MCGRAW-HILL EDUCATION</name>
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        <name>TEXAS ST</name>
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      <invstOrSec>
        <name>BP CAPITAL MARKETS PLC</name>
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          <maturityDt>N/A</maturityDt>
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        <name>Verus Securitization Trust</name>
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        <name>QUEST SOFTWARE INC</name>
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        <title>Quest Software Inc</title>
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        <name>TEVA PHARMACEUTICALS NE</name>
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        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
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        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Vericrest Opportunity Loan Tra</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2051-02-27</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>REPUBLIC OF INDONESIA</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
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          <isin value="US455780CQ75"/>
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        <curCd>USD</curCd>
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        <invCountry>ID</invCountry>
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        <name>TRIDENT TPI HOLDINGS INC</name>
        <lei>549300TPLK304J3RNC85</lei>
        <title>Trident TPI Holdings Inc</title>
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        <name>Orange Lake Timeshare Trust</name>
        <lei>N/A</lei>
        <title>Orange Lake Timeshare Trust 2019-A</title>
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        <name>New Residential Mortgage Loan</name>
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        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2019-2</title>
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        <name>TRICORBRAUN HOLDINGS INC</name>
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        <title>TricorBraun Holdings Inc</title>
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        <name>COBRA ACQUISITIONCO LLC</name>
        <lei>N/A</lei>
        <title>Cobra AcquisitionCo LLC</title>
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        <name>SRS DISTRIBUTION INC</name>
        <lei>549300ZQ3XP75BCYM468</lei>
        <title>SRS Distribution Inc</title>
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        <name>MET TRANSPRTN AUTH NY DEDICATE</name>
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        <title>Metropolitan Transportation Authority</title>
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          <maturityDt>2045-11-15</maturityDt>
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        <name>GENESYS CLOUD SERVICES</name>
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        <name>KINDER MORGAN ENER PART</name>
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        <name>PRUDENTIAL FINANCIAL INC</name>
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        <name>UNIVERSAL HEALTH SVCS</name>
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        <name>EDP - Energias de Portugal SA</name>
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        <name>Vericrest Opportunity Loan Tra</name>
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        <name>TC Energy Corp</name>
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        <name>LSB INDUSTRIES</name>
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        <name>Entergy Corp</name>
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        <name>VCAT Asset Securitization, LLC</name>
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        <name>NBC Funding LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Preston Ridge Partners Mortgag</name>
        <lei>N/A</lei>
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        <name>Exeter Automobile Receivables</name>
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        <name>HUNTER US BIDCO INC</name>
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        <name>PRUDENTIAL FINANCIAL INC</name>
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      <invstOrSec>
        <name>ICAHN ENTERPRISES/FIN</name>
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        <name>iShares JP Morgan USD Emerging Markets Bond ETF</name>
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        <title>iShares JP Morgan USD Emerging Markets Bond ETF</title>
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        <name>ODEBRECHT OIL &amp; FINANCE</name>
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        <name>BAYPORT POLYMERS LLC</name>
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        <name>AT HOME GROUP INC</name>
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        <name>RACKSPACE TECHNOLOGY</name>
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        <title>RealPage Inc</title>
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        <name>Upstart Securitization Trust</name>
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        <name>DORIC NIMROD 2013-1 CL A</name>
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        <name>ACC Auto Trust</name>
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        <title>ACC Auto Trust 2021-A</title>
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      <invstOrSec>
        <name>Ellington Financial Mortgage T</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>48946.49000000</valUSD>
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      <invstOrSec>
        <name>DORNOCH DEBT MERGER SUB</name>
        <lei>N/A</lei>
        <title>Dornoch Debt Merger Sub Inc</title>
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          <isin value="US25830JAA97"/>
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        <curCd>USD</curCd>
        <valUSD>226200.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2029-10-15</maturityDt>
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      <invstOrSec>
        <name>MCGRAW-HILL EDUCATION</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Education Inc</title>
        <cusip>57767XAB6</cusip>
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        <curCd>USD</curCd>
        <valUSD>364371.00000000</valUSD>
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          <maturityDt>2029-08-01</maturityDt>
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          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>HLF FIN SARL LLC/HERBALI</name>
        <lei>N/A</lei>
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          <isin value="US40390DAC92"/>
          <other otherDesc="SEDOL" value="BKPGFP2"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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      <invstOrSec>
        <name>PULTEGROUP INC</name>
        <lei>N/A</lei>
        <title>PulteGroup Inc</title>
        <cusip>745867AP6</cusip>
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          <isin value="US745867AP60"/>
          <other otherDesc="SEDOL" value="2691424"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>355785.07000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
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          <annualizedRt>6.37500000</annualizedRt>
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      <invstOrSec>
        <name>VIASAT INC</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>Viasat Inc</title>
        <cusip>92552VAK6</cusip>
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          <isin value="US92552VAK61"/>
          <other otherDesc="SEDOL" value="BDG75N3"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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      <invstOrSec>
        <name>BANCOLOMBIA SA</name>
        <lei>54930052NWJRPNMP1W58</lei>
        <title>Bancolombia SA</title>
        <cusip>05968LAL6</cusip>
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          <isin value="US05968LAL62"/>
          <other otherDesc="SEDOL" value="BJVS9V9"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173975.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>VICI PROPERTIES / NOTE</name>
        <lei>N/A</lei>
        <title>VICI Properties LP / VICI Note Co Inc</title>
        <cusip>92564RAJ4</cusip>
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          <isin value="US92564RAJ41"/>
          <other otherDesc="SEDOL" value="BMGMNJ3"/>
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        <balance>190000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>187060.70000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>EARTHSTONE ENERGY HOL</name>
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        <title>Earthstone Energy Holdings LLC</title>
        <cusip>27034RAA1</cusip>
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          <isin value="US27034RAA14"/>
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        <balance>360000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350776.80000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>Preston Ridge Partners Mortgag</name>
        <lei>N/A</lei>
        <title>PRPM 2021-RPL1 LLC</title>
        <cusip>69360GAA1</cusip>
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          <isin value="US69360GAA13"/>
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        <balance>138872.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127020.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.31900000</annualizedRt>
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      <invstOrSec>
        <name>American Electric Power Co Inc</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc</title>
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          <isin value="US0255371017"/>
          <ticker value="AEP"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
        <title>GLP Capital LP / GLP Financing II Inc</title>
        <cusip>361841AK5</cusip>
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          <isin value="US361841AK54"/>
          <other otherDesc="SEDOL" value="BG08VY6"/>
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        <balance>277000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>Tricon American Homes</name>
        <lei>N/A</lei>
        <title>Tricon American Homes 2019-SFR1 Trust</title>
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          <isin value="US89612LAC00"/>
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        <balance>590000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>SCIENTIFIC GAMES HOLDIN</name>
        <lei>549300W5GPFXXB6TQ330</lei>
        <title>Scientific Games Holdings LP</title>
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          <isin value="US80875CAB37"/>
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        <curCd>USD</curCd>
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        <name>REPUBLIC OF TURKEY</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>Turkey Government International Bond</title>
        <cusip>900123CT5</cusip>
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          <isin value="US900123CT57"/>
          <other otherDesc="SEDOL" value="BGLHP62"/>
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        <invCountry>TR</invCountry>
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      <invstOrSec>
        <name>VICI PROPERTIES / NOTE</name>
        <lei>N/A</lei>
        <title>VICI Properties LP / VICI Note Co Inc</title>
        <cusip>92564RAG0</cusip>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BAG5</cusip>
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          <other otherDesc="SEDOL" value="BK63J38"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2050-01-31</maturityDt>
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      <invstOrSec>
        <name>ARCLINE FM HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Arcline FM Holdings LLC</title>
        <cusip>03960DAD5</cusip>
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      <invstOrSec>
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      <invstOrSec>
        <name>PAI HOLDCO INC</name>
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      <invstOrSec>
        <name>Tricon American Homes</name>
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      <invstOrSec>
        <name>CenterPoint Energy Inc</name>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
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      <invstOrSec>
        <name>MAGNOLIA OIL GAS/MAG FIN</name>
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        <name>SAFE FLEET HOLDINGS LLC</name>
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        <name>Preston Ridge Partners Mortgag</name>
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        <name>UPSTREAM NEWCO INC</name>
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        <name>ACC Trust</name>
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        <name>SERVICE PROPERTIES TRUST</name>
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        <name>ALLSTATE CORP</name>
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        <name>Avant Credit Card Master Trust</name>
        <lei>N/A</lei>
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        <title>Garda World Security Corp</title>
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        <invCountry>CA</invCountry>
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        <name>DENTSPLY SIRONA INC</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
        <title>DENTSPLY SIRONA Inc</title>
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        <name>KKR APPLE BIDCO LLC</name>
        <lei>2549001SCJD3WEYJFM53</lei>
        <title>KKR Apple Bidco LLC</title>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Octane Receivables Trust</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust 2019-1</title>
        <cusip>67576TAC3</cusip>
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          <isin value="US67576TAC36"/>
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        <balance>755000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CAESARS ENTERTAIN INC</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2017-3</title>
        <cusip>46647SBY5</cusip>
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          <isin value="US46647SBY54"/>
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        <balance>97838.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89109.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2047-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Taco Bell Funding, LLC</name>
        <lei>N/A</lei>
        <title>Taco Bell Funding LLC</title>
        <cusip>87342RAC8</cusip>
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          <isin value="US87342RAC88"/>
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        <balance>355312.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>351522.03000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.97000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLIANCE LAUNDRY SYSTEMS</name>
        <lei>549300YBOGK6MBI5ND34</lei>
        <title>Alliance Laundry Systems LLC</title>
        <cusip>01862LAW8</cusip>
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          <isin value="US01862LAW81"/>
          <other otherDesc="INTERNAL" value="BL3451749"/>
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        <balance>255023.37340000</balance>
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        <curCd>USD</curCd>
        <valUSD>249412.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.05340000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHEPLAPHARM ARZNEIMITTEL</name>
        <lei>529900ONXKBELT7EW052</lei>
        <title>Cheplapharm Arzneimittel GmbH</title>
        <cusip>16412EAA5</cusip>
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          <isin value="US16412EAA55"/>
          <other otherDesc="SEDOL" value="BMDZ1J1"/>
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        <balance>705000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604261.36000000</valUSD>
        <pctVal>0.154089469601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp</title>
        <cusip>05526DBN4</cusip>
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          <isin value="US05526DBN49"/>
          <other otherDesc="SEDOL" value="BM61FC7"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>470877.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
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          <isin value="US46647PBX33"/>
          <other otherDesc="SEDOL" value="BMGS2T4"/>
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        <balance>1165000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>923555.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIGHTSTONE HOLDCO LLC</name>
        <lei>549300VXK6UGDG7H3G98</lei>
        <title>Lightstone Holdco LLC</title>
        <cusip>53226GAK7</cusip>
        <identifiers>
          <isin value="US53226GAK76"/>
          <other otherDesc="INTERNAL" value="BL3910884"/>
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        <balance>536350.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480800.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.04980000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRU</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2014-C24</title>
        <cusip>92939KAG3</cusip>
        <identifiers>
          <isin value="US92939KAG31"/>
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        <balance>160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154811.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.93100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CDW LLC/CDW FINANCE</name>
        <lei>N/A</lei>
        <title>CDW LLC / CDW Finance Corp</title>
        <cusip>12513GBJ7</cusip>
        <identifiers>
          <isin value="US12513GBJ76"/>
          <other otherDesc="SEDOL" value="BPLVD52"/>
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        <balance>704000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>591315.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.56900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENERATION BRIDGE II LLC</name>
        <lei>254900BU0I8CJYZ8GK47</lei>
        <title>Generation Bridge II LLC</title>
        <cusip>37147QAD0</cusip>
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          <isin value="US37147QAD07"/>
          <other otherDesc="INTERNAL" value="BL3788181"/>
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        <balance>14463.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14210.42000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.45490000</annualizedRt>
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        <name>PENTAIR FINANCE SARL</name>
        <lei>549300H2U8U8TZPV3T89</lei>
        <title>Pentair Finance Sarl</title>
        <cusip>709629AS8</cusip>
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          <isin value="US709629AS88"/>
          <other otherDesc="SEDOL" value="BPP4Q14"/>
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        <balance>480000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>477745.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
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      <invstOrSec>
        <name>FLEX INTERMEDIATE HOLDCO</name>
        <lei>549300290TQIGM30A243</lei>
        <title>Flex Intermediate Holdco LLC</title>
        <cusip>33939HAA7</cusip>
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          <isin value="US33939HAA77"/>
          <other otherDesc="SEDOL" value="BLF97B8"/>
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        <balance>415000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>342669.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36300000</annualizedRt>
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      <invstOrSec>
        <name>TENNECO INC</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>Tenneco Inc</title>
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          <isin value="US880349AT28"/>
          <other otherDesc="SEDOL" value="BMDB917"/>
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        <balance>420000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>407495.43000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP Midstream Operating LP</title>
        <cusip>23311VAK3</cusip>
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          <isin value="US23311VAK35"/>
          <other otherDesc="SEDOL" value="BP6MDL6"/>
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        <balance>315000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>264600.00000000</valUSD>
        <pctVal>0.067474236076</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Palisades Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Palisades Mortgage Loan Trust 2021-RTL1</title>
        <cusip>69639AAA9</cusip>
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          <isin value="US69639AAA97"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>264559.37000000</valUSD>
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        <name>Avid Automobile Receivables Tr</name>
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        <name>INVERSIONES CMPC SA</name>
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        <name>CIM Trust</name>
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        <title>Evergy Inc</title>
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        <name>New Residential Mortgage Loan</name>
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        <name>Purchasing Power Funding</name>
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        <name>BOEING CO</name>
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        <name>GREAT OUTDOORS GROUP LLC</name>
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        <title>LifePoint Health Inc</title>
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      <invstOrSec>
        <name>ANTERO RESOURCES CORP</name>
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      <invstOrSec>
        <name>Ferrovial SA</name>
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      <invstOrSec>
        <name>LADDER CAP FIN LLLP/CORP</name>
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        <name>INTERCORP PERU LTD</name>
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        <title>Intercorp Peru Ltd</title>
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        <name>Jersey Mike's Funding, LLC</name>
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        <name>CONNECTWISE LLC</name>
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          <maturityDt>2028-09-30</maturityDt>
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      <invstOrSec>
        <name>Republic Finance Issuance Trus</name>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS</name>
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        <title>Packaging Coordinators Midco Inc</title>
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        <name>Frontera Energy Corp</name>
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        <title>Frontera Energy Corp</title>
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        <invCountry>CA</invCountry>

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      <invstOrSec>
        <name>Carvana Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Carvana Auto Receivables Trust 2019-2</title>
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        <balance>506206.09000000</balance>
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        <name>COOPER-STANDARD AUTOMOTIVE</name>
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        <title>Cooper-Standard Automotive Inc</title>
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        <name>Metlife Securitization Trust</name>
        <lei>N/A</lei>
        <title>METLIFE SECURITIZATION TRUST 2019-1</title>
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          <isin value="US59166EAB11"/>
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        <name>ALLIED UNIVERSAL</name>
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        <name>SOPHIA LP</name>
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        <title>Sophia LP</title>
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        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI Properties LP</title>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2019-4</title>
        <cusip>89178BAB0</cusip>
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        <balance>445000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Vericrest Opportunity Loan Tra</name>
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        <name>UNIV OF CALIFORNIA CA REVENUES</name>
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        <name>WILLIAM MORRIS ENDEAVOR EN</name>
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        <name>Towd Point Mortgage Trust</name>
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        <name>BROOKFIELD WEC HOLDINGS</name>
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        <name>AMSR Trust</name>
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        <name>RCO Mortgage LLC</name>
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        <name>Transurban Group</name>
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        <name>Home Partners of America Trust</name>
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        <name>Octane Receivables Trust</name>
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        <name>CELANESE US HOLDINGS LLC</name>
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        <name>ASCENT RESOURCES/ARU FIN</name>
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        <name>MEDALLION MIDLAND ACQ</name>
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        <name>QUIKRETE HOLDINGS INC</name>
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        <name>NMG PARENT LLC.</name>
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      <invstOrSec>
        <name>Hilton USA Trust</name>
        <lei>N/A</lei>
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          <isin value="US43289VAJ26"/>
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        <balance>415000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>ROC Securities Trust</name>
        <lei>N/A</lei>
        <title>Roc Mortgage Trust 2021-RTL1</title>
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      <invstOrSec>
        <name>MPT OPER PARTNERSP/FINL</name>
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        <name>HYLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Hyland Software Inc</title>
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        <name>TVC Mortgage Trust 2020-RTL1</name>
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        <name>Arbys Funding LLC</name>
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        <name>WR GRACE HOLDING LLC</name>
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        <name>Chase Mortgage Finance Corpora</name>
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        <title>Chase Mortgage Finance Corp</title>
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      <invstOrSec>
        <name>CMS Energy Corp</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corp</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>ANCHOR GLASS CONTAINER</name>
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      <invstOrSec>
        <name>TARGA RESOURCES PARTNERS</name>
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      <invstOrSec>
        <name>BWay Holding Company</name>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <name>Dreyfus Government Cash Management</name>
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        <name>ASCOT GROUP LTD</name>
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        <name>CoreVest American Finance Ltd</name>
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      <invstOrSec>
        <name>ACC Trust</name>
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        <name>TRITON WATER HOLDINGS IN</name>
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        <name>AVIENT CORP</name>
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        <name>OFFICE PPTY INCOME TRST</name>
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        <name>Canadian National Railway Co</name>
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        <name>VCAT Asset Securitization, LLC</name>
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        <title>VCAT 2021-NPL3 LLC</title>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>GLS Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>GLS Auto Receivables Issuer Trust 2019-4</title>
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        <name>HIN Timeshare Trust 2020-A</name>
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      <invstOrSec>
        <name>Avid Automobile Receivables Tr</name>
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      <invstOrSec>
        <name>Wells Fargo Mortgage Backed Se</name>
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          <isin value="US95002VAA70"/>
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      <invstOrSec>
        <name>SAUDI ARABIAN OIL CO</name>
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        <name>CAESARS RESORT COLLECTIO</name>
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      <invstOrSec>
        <name>Exeter Automobile Receivables</name>
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        <title>Exeter Automobile Receivables Trust 2019-2</title>
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        <name>US TREASURY N/B</name>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
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        <name>NMG HLDCO/NEIMAN MARCUS</name>
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        <name>CONSENSUS CLOUD SOLUTION</name>
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        <name>PETVET CARE CENTERS LLC</name>
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        <title>PetVet Care Centers LLC</title>
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        <name>BBVA BANCOMER SA TEXAS</name>
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        <name>COMMONBOND STUDENT LOAN TRUST</name>
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        <name>Imperial Fund LLC</name>
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        <name>Jack in the Box Funding, LLC</name>
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    <signature>
      <ncom:dateSigned>2022-10-26</ncom:dateSigned>
      <ncom:nameOfApplicant>Virtus Total Return Fund Inc.</ncom:nameOfApplicant>
      <ncom:signature>Amy Hackett</ncom:signature>
      <ncom:signerName>Amy Hackett</ncom:signerName>
      <ncom:title>Vice President and Assistant Treasurer</ncom:title>
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<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
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style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited)</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, 2022</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: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;width:22.16%;">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 Securities&#8212;5.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">U.S. Treasury Bonds<BR>
1.875%, 11/15/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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%;">$&#8201;&#8199;&#8199;&#8199;1,145
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;834
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">U.S. Treasury Notes
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">0.125%, 3/31/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;990
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;972
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">0.125%, 4/30/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;2,100
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;2,056
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">0.125%, 8/31/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;2,270
</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%;">&#8199;&#8199;&#8199;2,195
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2.500%, 4/30/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;6,100
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;6,003
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">0.250%, 5/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;2,055
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;1,881
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">0.375%, 7/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;925
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">0.375%, 9/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;267
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">1.375%, 11/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;3,530
</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: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;3,024
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:7.5pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">1.875%, 2/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;2,035
</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;1,820
</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 Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $20,705)</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;19,854
</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">Municipal Bonds&#8212;0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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:53.95%;">University of California, Series B-A, Taxable<BR>
4.428%, 5/15/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;273
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right: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">Florida&#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:53.95%;">Broward County, Water &amp; Sewer Utility Revenue Series A<BR>
4.000%, 10/1/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;370
</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;356
</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:53.95%;">Idaho Health Facilities Authority St. Luke&#8217;s Health System Revenue Taxable<BR>
5.020%, 3/1/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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:53.95%;">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;">(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:22.16%;">&#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;70
</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">New York&#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: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%;">Metropolitan Transportation Authority Revenue Taxable Series A<BR>
5.000%, 11/15/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;530
</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;581
</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;width:22.16%;">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: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">Texas&#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: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%;">State of Texas, General Obligation Taxable<BR>
3.211%, 4/1/44<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;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;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">Virginia&#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="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%;">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;">(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:22.16%;">&#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;526
</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 Municipal Bonds<BR>
<FONT
style="text-transform:none;">(Identified Cost $2,430)</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;2,249
</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">Foreign Government Securities&#8212;2.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">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:22.16%;">&#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:53.95%;">9.375%, 1/13/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(2)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#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: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;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:53.95%;">RegS<BR>
8.250%, 10/13/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;48
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">RegS<BR>
7.650%, 4/21/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;68
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Dominican Republic
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A<BR>
6.000%, 2/22/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;745
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
5.875%, 1/30/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;113
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Emirate of Dubai Government International Bonds RegS<BR>
5.250%, 1/30/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;769
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Federative Republic of Brazil<BR>
3.875%, 6/12/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;183
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Kingdom of Morocco
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A<BR>
3.000%, 12/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;149
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
5.500%, 12/11/42<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;240
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Angola 144A<BR>
8.250%, 5/9/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;403
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Republic of Argentina<BR>
3.500%, 7/9/41<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;955
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Republic of Colombia<BR>
3.125%, 4/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;155
</TD></TR>
<TR
style="page-break-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:53.95%;">Republic of Cote d&#8217;Ivoire 144A<BR>
6.375%, 3/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;320
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left: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
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="clear:both;">
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:35pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top: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;">1</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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: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:53.95%;">Republic of Ecuador 144A<BR>
5.500%, 7/31/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;165
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Republic of Egypt 144A<BR>
7.600%, 3/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;341
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Guatemala 144A<BR>
5.250%, 8/10/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;195
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">2.850%, 2/14/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;242
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
4.350%, 1/8/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;554
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">144A<BR>
7.875%, 2/16/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;312
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
7.375%, 9/28/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;133
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Republic of Panama
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">3.298%, 1/19/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;230
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;195
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">4.300%, 4/29/53<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Republic of Philippines<BR>
3.700%, 3/1/41<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;337
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Republic of South Africa<BR>
4.850%, 9/27/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;286
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Turkey<BR>
7.625%, 4/26/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;555
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Saudi Government International Bond 144A<BR>
4.500%, 10/26/46<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">State of Qatar 144A<BR>
3.750%, 4/16/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;505
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">United Mexican States
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">3.500%, 2/12/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;167
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:7.5pt;padding-right:2pt;
padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">4.500%, 1/31/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;465
</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;370
</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 $11,025)</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;8,545
</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">Mortgage-Backed Securities&#8212;7.4%
</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">Non-Agency&#8212;7.4%
</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:53.95%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;247
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;231
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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:53.95%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;590
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left: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;520
</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;width:22.16%;">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: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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">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:22.16%;">&#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:53.95%;">2014-SFR2, C 144A<BR>
4.705%, 10/17/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#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;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;990
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2015-SFR1, A 144A<BR>
3.467%, 4/17/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;156
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2015-SFR2, C 144A<BR>
4.691%, 10/17/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;337
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">AMSR Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2021-SFR2, C 144A<BR>
1.877%, 8/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;91
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-SFR3, D 144A<BR>
2.177%, 10/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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:22.16%;">&#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:53.95%;">2018-3, A1 144A<BR>
3.649%, 9/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;11
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-2, A1 144A<BR>
3.628%, 3/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;5
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;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;width:53.95%;">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:22.16%;">&#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:53.95%;">2019-1, A1 144A<BR>
3.805%, 1/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;459
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-2, A1 144A<BR>
3.347%, 4/25/49<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;195
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;187
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-1R, A1 144A<BR>
1.175%, 10/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;206
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;180
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">BX Trust 2019-OC11, D 144A<BR>
4.075%, 12/9/41<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;573
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">CF Hippolyta Issuer LLC 2020-1, A1 144A<BR>
1.690%, 7/15/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;428
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">CIM Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2021-NR4, A1 144A<BR>
2.816%, 10/25/61<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;352
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;328
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-R2, A1 144A<BR>
3.750%, 12/25/61<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;95
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Citigroup Mortgage Loan Trust, Inc. 2018-RP1, A1 144A<BR>
3.000%, 9/25/64<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;346
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;338
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">COLT Mortgage Loan Trust 2022-5, A1 144A<BR>
4.550%, 4/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#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: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%;">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:22.16%;">&#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:53.95%;">2018-2, A 144A<BR>
4.026%, 11/15/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;140
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</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:28pt;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:34pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">2</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">2019-3, C 144A<BR>
3.265%, 10/15/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;345
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;339
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Dominion Mortgage Trust 2021-RTL1, A1 144A<BR>
2.487%, 7/25/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;647
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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:22.16%;">&#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:53.95%;">2019-2, A3 144A<BR>
3.046%, 11/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;51
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;49
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-2, A3 144A<BR>
1.291%, 6/25/66<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;452
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;395
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">FirstKey Homes Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2020-SFR1, B 144A<BR>
1.740%, 8/17/37<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;292
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-SFR2, B 144A<BR>
1.567%, 10/19/37<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;651
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-SFR1, D 144A<BR>
2.189%, 8/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;620
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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:22.16%;">&#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:53.95%;">2017-1, A21 144A<BR>
3.500%, 7/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;27
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;26
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2018-1, A23 144A<BR>
3.500%, 11/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;21
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;20
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Hilton USA Trust 2016-SFP, B 144A<BR>
3.323%, 11/5/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;402
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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;239
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Imperial Fund Mortgage Trust 2021-NQM4, A1 144A<BR>
2.091%, 1/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;1,025
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;874
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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 Mortgage Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2014-5, B2 144A<BR>
2.825%, 10/25/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;180
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-SH1, M2 144A<BR>
3.750%, 4/25/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;119
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;107
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-SH2, M2 144A<BR>
3.750%, 12/25/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;399
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2017-3, 2A2 144A<BR>
2.500%, 8/25/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;98
</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;89
</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;width:22.16%;">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: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;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:53.95%;">LHOME Mortgage Trust 2021-RTL1, A1 144A<BR>
2.090%, 9/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;342
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;330
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Mello Warehouse Securitization Trust 2021-2, C (1 month LIBOR + 1.100%, Cap N/A, Floor 1.100%) 144A<BR>
3.544%, 4/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;186
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">2017-1A, M1 144A<BR>
3.411%, 4/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-1A, A1A 144A<BR>
3.750%, 4/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;221
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">2017-1, M2 144A<BR>
3.250%, 11/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">2017-3, B1 144A<BR>
3.250%, 1/25/61<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;419
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;381
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-1, M2 144A<BR>
3.500%, 10/25/69<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;318
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">New Residential 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:22.16%;">&#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:53.95%;">2014-1A, A 144A<BR>
3.750%, 1/25/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;44
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;42
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-3A, A1 144A<BR>
3.750%, 9/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;56
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;53
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-3A, B1 144A<BR>
4.000%, 9/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;209
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-4A, A1 144A<BR>
3.750%, 11/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;26
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;24
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-4A, B1A 144A<BR>
4.500%, 11/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;1,040
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;1,008
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2017-2A, A3 144A<BR>
4.000%, 3/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;253
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;246
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-RPL2, M2 144A<BR>
3.750%, 2/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;392
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">OBX Trust 2019-INV1, A3 144A<BR>
4.500%, 11/25/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;60
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Palisades Mortgage Loan Trust 2021-RTL1, A1 144A<BR>
2.857%, 6/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;265
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Preston Ridge Partners Mortgage LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2020-6, A1 144A<BR>
2.363%, 11/25/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;141
</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;135
</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;">3</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">2021-2, A1 144A<BR>
2.115%, 3/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;112
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;106
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-3, A1 144A<BR>
1.867%, 4/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;363
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-9, A1 144A<BR>
2.363%, 10/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-RPL1, A1 144A<BR>
1.319%, 7/25/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;139
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">2019-SFR3, B 144A<BR>
2.571%, 9/17/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-SFR3, D 144A<BR>
2.288%, 5/17/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;727
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-SFR6, C 144A<BR>
1.855%, 7/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-SFR3, A 144A<BR>
3.200%, 4/17/39<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;455
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;423
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">RCKT Mortgage Trust 2020-1, A1 144A<BR>
3.000%, 2/25/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;217
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">RCO VI Mortgage LLC 2022-1, A1 144A<BR>
3.000%, 1/25/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;352
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">RCO VII Mortgage LLC 2021-2, A1 144A<BR>
2.116%, 9/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;213
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;36
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Roc Mortgage Trust 2021-RTL1, A1 144A<BR>
2.487%, 8/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;546
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Sequoia Mortgage Trust 2013-8, B1<BR>
3.485%, 6/25/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;92
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;89
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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;58
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">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:22.16%;">&#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:53.95%;">2016-4, B1 144A<BR>
3.809%, 7/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;455
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2017-1, A2 144A<BR>
3.500%, 10/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;342
</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;width:22.16%;">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: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;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:53.95%;">2017-1, M1 144A<BR>
3.750%, 10/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;385
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2017-4, A2 144A<BR>
3.000%, 6/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;567
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2018-6, A1B 144A<BR>
3.750%, 3/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;316
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2018-6, A2 144A<BR>
3.750%, 3/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;450
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-2, A2 144A<BR>
3.750%, 12/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;476
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-4, A2 144A<BR>
3.250%, 10/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;404
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-1, M1 144A<BR>
3.500%, 1/25/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;192
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-1, A2 144A<BR>
2.750%, 11/25/61<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;387
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">2019-SFR1, C 144A<BR>
3.149%, 3/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;555
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-SFR2, D 144A<BR>
2.281%, 11/17/39<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;566
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Tricon Residential Trust 2021-SFR1, B 144A<BR>
2.244%, 7/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;166
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">TVC Mortgage Trust 2020-RTL1, M 144A<BR>
5.193%, 9/25/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;495
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">UBS Commercial Mortgage Trust 2012-C1, D 144A<BR>
6.660%, 5/10/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;32
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">VCAT LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2021-NPL3, A1 144A<BR>
1.743%, 5/25/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;352
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;329
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-NPL4, A1 144A<BR>
1.868%, 8/25/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;482
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;183
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-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:53.95%;">Vericrest Opportunity Loan Trust CVI LLC 2021-NP12, A1 144A<BR>
2.734%, 12/26/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;187
</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;174
</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:61pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">4</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">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;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;478
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;445
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Verus Securitization Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2019-4, M1 144A<BR>
3.207%, 11/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-4, A1 144A<BR>
4.474%, 4/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;429
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;423
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-5, A1 144A<BR>
3.800%, 4/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;701
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;669
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-7, A1 144A<BR>
5.152%, 7/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;394
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Visio Trust 2020-1R, A2 144A<BR>
1.567%, 11/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;88
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;85
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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: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;155
</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%;">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;">(1)(4)(5)</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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;131
</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;116
</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 Mortgage-Backed Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $31,356)</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;28,960
</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">Asset-Backed Securities&#8212;6.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right: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;2.5%
</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:53.95%;">ACC Auto Trust 2021-A, C 144A<BR>
3.790%, 4/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;706
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">ACC Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2021-1, C 144A<BR>
2.080%, 12/20/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;580
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-1, C 144A<BR>
3.240%, 10/20/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;636
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">ACM Auto Trust 2022-1A, B 144A<BR>
4.470%, 4/20/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;422
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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:53.95%;">American Credit Acceptance Receivables Trust 2022-1, E 144A<BR>
3.640%, 3/13/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;560
</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;511
</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;width:22.16%;">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: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;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:53.95%;">Avid 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:22.16%;">&#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:53.95%;">2019-1, C 144A<BR>
3.140%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#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;372
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2021-1, E 144A<BR>
3.390%, 4/17/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;230
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;207
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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;542
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Carvana Auto Receivables Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2019-2A, D 144A<BR>
3.280%, 1/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;506
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;504
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-3A, D 144A<BR>
3.040%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;341
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-3A, E 144A<BR>
4.600%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;535
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Drive Auto Receivables Trust 2019-4, C<BR>
2.510%, 11/17/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;42
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;42
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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:22.16%;">&#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:53.95%;">2019-2A, E 144A<BR>
4.680%, 5/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;669
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-4A, C 144A<BR>
2.440%, 9/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;24
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-1A, D 144A<BR>
4.130%, 12/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;161
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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:53.95%;">GLS Auto Receivables Issuer Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2019-4A, D 144A<BR>
4.090%, 8/17/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;540
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;526
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-3A, E 144A<BR>
4.310%, 7/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;1,285
</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%;">&#8199;&#8199;&#8199;1,246
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-2A, D 144A<BR>
6.150%, 4/17/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;505
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;167
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-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:53.95%;">OneMain Direct Auto Receivables Trust 2022-1A, C 144A<BR>
5.310%, 6/14/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;410
</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;405
</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:46pt;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;">5</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Prestige Auto Receivables Trust 2019-1A, D 144A<BR>
3.010%, 8/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;100
</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;100
</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;&#8199;9,536
</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">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:53.95%;">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;">(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:22.16%;">&#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;452
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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;0.3%
</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:53.95%;">Avant Credit Card Master Trust 2021-1A, A 144A<BR>
1.370%, 4/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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%;">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;">(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:22.16%;">&#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;559
</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;&#8199;1,099
</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">Other&#8212;3.1%
</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:53.95%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;660
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Aqua Finance Trust
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2017-A, A 144A<BR>
3.720%, 11/15/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;60
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2019-A, C 144A<BR>
4.010%, 7/16/40<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;672
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-AA, D 144A<BR>
7.150%, 7/17/46<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;460
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Arby&#8217;s Funding LLC 2020-1A, A2 144A<BR>
3.237%, 7/30/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;573
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;505
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Business Jet Securities LLC 2020-1A, A 144A<BR>
2.981%, 11/15/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;239
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;223
</TD></TR>
<TR
style="page-break-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:53.95%;">BXG Receivables Note Trust 2020-A, B 144A<BR>
2.490%, 2/28/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;340
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;316
</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;width:22.16%;">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: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;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:53.95%;">Cajun Global LLC 2021-1, A2 144A<BR>
3.931%, 11/20/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;341
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;299
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Conn&#8217;s Receivables Funding LLC 2022-A, B 144A<BR>
9.520%, 12/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;487
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Dext ABS LLC 2020-1, D 144A<BR>
7.210%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;447
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Diamond Resorts Owner Trust 2021-1A, B 144A<BR>
2.050%, 11/21/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;234
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;217
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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;568
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Foundation Finance Trust 2019-1A, A 144A<BR>
3.860%, 11/15/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;149
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;147
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#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: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%;">HIN Timeshare Trust 2020-A, C 144A<BR>
3.420%, 10/9/39<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;109
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Hotwire Funding LLC 2021-1, C 144A<BR>
4.459%, 11/20/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;583
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Jack in the Box Funding LLC 2022-1A, A2I 144A<BR>
3.445%, 2/26/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;545
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;493
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;431
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;403
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Lendmark Funding Trust 2021-1A, A 144A<BR>
1.900%, 11/20/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;511
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">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;">(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:22.16%;">&#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;577
</TD></TR>
<TR
style="page-break-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:53.95%;">NBC Funding LLC 2021-1, A2 144A<BR>
2.989%, 7/30/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;471
</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;401
</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;">6</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">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;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;&#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: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%;">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:22.16%;">&#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:53.95%;">2019-1A, C 144A<BR>
4.740%, 6/20/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;755
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;747
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-1A, B 144A<BR>
1.980%, 6/20/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;686
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;132
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;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:53.95%;">Pawneee Equipment Receivables LLC 2022-1, B 144A<BR>
5.400%, 7/17/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;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: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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;668
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Taco Bell Funding LLC 2016-1A, A23 144A<BR>
4.970%, 5/25/46<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;351
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Upstart Securitization Trust 2022-2, A 144A<BR>
4.370%, 5/20/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;437
</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;430
</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:6.83pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;12,259
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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">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:53.95%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;132
</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;124
</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 $24,853)</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;23,470
</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">Corporate Bonds and Notes&#8212;19.7%
</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;width:76.12%;" colspan="2">Communication Services&#8212;1.2%
</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:53.95%;">Altice France Holding S.A. 144A<BR>
6.000%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;136<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Altice France S.A. 144A<BR>
5.125%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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:53.95%;">Cable Onda S.A. 144A<BR>
4.500%, 1/30/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;526<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: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;width:22.16%;">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: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;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:53.95%;">CCO Holdings LLC 144A<BR>
4.750%, 3/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#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;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;576<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">CommScope, Inc. 144A<BR>
4.750%, 9/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;145<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">CT Trust 144A<BR>
5.125%, 2/3/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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:53.95%;">DISH DBS Corp.<BR>
7.750%, 7/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;280<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Level 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:22.16%;">&#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:53.95%;">144A 4.250%, 7/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;166<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 3.625%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;269<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Lumen Technologies, Inc.<BR>
5.625%, 4/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;315<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">McGraw-Hill Education, Inc. 144A<BR>
8.000%, 8/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;364<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Millennium Escrow Corp. 144A<BR>
6.625%, 8/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Northwest Fiber LLC 144A<BR>
10.750%, 6/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;217<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Rackspace Technology Global, Inc. 144A<BR>
5.375%, 12/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#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: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%;">Telesat Canada 144A<BR>
6.500%, 10/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:1pt;padding-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%;">Twitter, Inc. 144A<BR>
3.875%, 12/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;251<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">VZ Secured Financing B.V. 144A<BR>
5.000%, 1/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;329<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: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;&#8199;4,861
</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">Consumer Discretionary&#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: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%;">Ashtead Capital, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 4.375%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;575<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 5.500%, 8/11/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;255<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">At Home Group, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 4.875%, 7/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;66<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 7.125%, 7/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;278<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Brunswick Corp.<BR>
2.400%, 8/18/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;322<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">144A 6.250%, 7/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:8pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 8.125%, 7/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;145
</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;142<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;">7</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Carriage Services, Inc. 144A<BR>
4.250%, 5/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;360
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;306
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Clarios Global LP 144A<BR>
8.500%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Cooper-Standard Automotive, Inc. 144A<BR>
13.000%, 6/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;100
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Dick&#8217;s Sporting Goods, Inc.<BR>
3.150%, 1/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;402
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Dornoch Debt Merger Sub, Inc. 144A<BR>
6.625%, 10/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;226
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Ford Motor Co.<BR>
3.250%, 2/12/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;133
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Ford Motor Credit Co. LLC<BR>
4.125%, 8/17/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;257
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Jacobs Entertainment, Inc. 144A<BR>
6.750%, 2/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;315
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">M/I Homes, Inc.<BR>
4.950%, 2/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Mclaren Finance plc 144A<BR>
7.500%, 8/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;435
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Metis Merger Sub LLC 144A<BR>
6.500%, 5/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;215
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Mohegan Gaming &amp; Entertainment 144A<BR>
8.000%, 2/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;330
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">NMG Holding Co., Inc. 144A<BR>
7.125%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;421
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">PetSmart, Inc. 144A<BR>
4.750%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;312
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Premier Entertainment Sub LLC 144A<BR>
5.625%, 9/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;391
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">PulteGroup, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">7.875%, 6/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;261
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">6.375%, 5/15/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;356
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Scientific Games International, Inc. 144A<BR>
7.000%, 5/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;122
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Station Casinos LLC 144A<BR>
4.500%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;358
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Tenneco, Inc. 144A<BR>
5.125%, 4/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;408
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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:53.95%;">Under Armour, Inc.<BR>
3.250%, 6/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;385
</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;340
</TD></TR></TABLE>
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<DIV
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<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;width:22.16%;">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: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;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: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%;">Weekley Homes LLC 144A<BR>
4.875%, 9/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;355
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;294<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: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;&#8199;8,400
</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">Consumer Staples&#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:53.95%;">BAT Capital Corp.<BR>
4.906%, 4/2/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:1pt;padding-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%;">Central American Bottling Corp. 144A<BR>
5.250%, 4/27/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;207<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Turning Point Brands, Inc. 144A<BR>
5.625%, 2/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;600
</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;533<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: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;&#8199;1,574
</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">Energy&#8212;3.9%
</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:53.95%;">Alliance Resource Operating Partners LP 144A<BR>
7.500%, 5/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;629<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Antero Midstream Partners LP 144A<BR>
5.750%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;465<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">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:22.16%;">&#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:53.95%;">144A 7.625%, 2/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;69
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 5.375%, 3/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Ascent Resources Utica Holdings LLC 144A<BR>
8.250%, 12/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;410
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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:53.95%;">BP Capital Markets plc<BR>
4.875% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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:22.16%;">&#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;425<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Callon Petroleum Co. 144A<BR>
7.500%, 6/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;301<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Calumet Specialty Products Partners LP 144A<BR>
8.125%, 1/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;332<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">CITGO Petroleum Corp. 144A<BR>
7.000%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;233<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Coronado Finance Pty Ltd. 144A<BR>
10.750%, 5/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">CrownRock LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 5.625%, 10/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;175
</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;172<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: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;">8</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">144A 5.000%, 5/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;170
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">DCP Midstream Operating LP<BR>
3.250%, 2/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;315
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;265
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Earthstone Energy Holdings LLC 144A<BR>
8.000%, 4/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;351
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Ecopetrol S.A.<BR>
4.625%, 11/2/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;454
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Energy Transfer LP Series H<BR>
6.500% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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:22.16%;">&#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;462
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Flex Intermediate Holdco LLC 144A<BR>
3.363%, 6/30/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">HF Sinclair Corp. 144A<BR>
5.875%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;525
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Hilcorp Energy I LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 5.750%, 2/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 6.000%, 2/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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%;">International Petroleum Corp. RegS, 144A<BR>
7.250%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(3)(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#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;358
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">KazMunayGas National Co. JSC 144A<BR>
6.375%, 10/24/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;295
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Kinder Morgan Energy Partners LP<BR>
7.500%, 11/15/40<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;492
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Kinder Morgan, Inc.<BR>
7.750%, 1/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Magnolia Oil &amp; Gas Operating LLC 144A<BR>
6.000%, 8/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Mesquite Energy, Inc. 144A<BR>
7.250%, 2/15/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(4)(7)(8)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Nabors Industries Ltd. 144A<BR>
7.250%, 1/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;259
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Northriver Midstream Finance LP 144A<BR>
5.625%, 2/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;346
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Occidental Petroleum Corp.<BR>
6.125%, 1/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;555
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;577
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Odebrecht Oil &amp; Gas Finance Ltd. 144A<BR>
0.000% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(4)(6)(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;26
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;">(9)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Parsley Energy LLC 144A<BR>
4.125%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;322
</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;width:22.16%;">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: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;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:53.95%;">Pertamina Persero PT 144A<BR>
2.300%, 2/9/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;480
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;397<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Petroleos de Venezuela S.A. 144A<BR>
6.000%, 5/16/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(4)(8)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#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;&#8199;20<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Petroleos Mexicanos
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">6.500%, 3/13/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;&#8199;&#8199;1,325
</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%;">&#8199;&#8199;&#8199;1,167<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">7.690%, 1/23/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;416<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Petronas Capital Ltd. 144A<BR>
3.500%, 4/21/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;360<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Reliance Industries Ltd. 144A<BR>
2.875%, 1/12/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;483<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Saudi Arabian Oil Co. 144A<BR>
2.250%, 11/24/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;555
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;482<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#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;288<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Targa Resources Partners LP<BR>
4.875%, 2/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;111<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Teine Energy Ltd. 144A<BR>
6.875%, 4/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;301<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Transcanada Trust<BR>
5.600%, 3/7/82<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;528<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Transocean Guardian Ltd. 144A<BR>
5.875%, 1/15/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;60
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;57<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Transocean, Inc. 144A<BR>
11.500%, 1/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;45
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;43<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">USA Compression Partners LP<BR>
6.875%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;225<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">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:22.16%;">&#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:53.95%;">144A 3.875%, 8/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;35<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">144A 4.125%, 8/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;340
</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;295<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: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;15,234
</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;4.4%
</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:53.95%;">Acrisure LLC 144A<BR>
7.000%, 11/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;710
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Allstate Corp. (The) Series B<BR>
5.750%, 8/15/53<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;545
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;500<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">Ally Financial, Inc. Series B<BR>
4.700% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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: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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;819
</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;676<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:49pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">9</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Ascot Group Ltd. 144A<BR>
4.250%, 12/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;580
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">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;">(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:22.16%;">&#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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Banco Mercantil del Norte S.A. 144A<BR>
6.625% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;620
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;526
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Banco Santander Chile 144A<BR>
3.177%, 10/26/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Bancolombia S.A.<BR>
4.625%, 12/18/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;174
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Bank of America Corp.<BR>
2.482%, 9/21/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Bank of New York Mellon Corp. (The) Series G<BR>
4.700% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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:22.16%;">&#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;521
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">BBVA Bancomer S.A. 144A<BR>
5.125%, 1/18/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;432
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Blackstone Private Credit Fund<BR>
2.625%, 12/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;268
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Blue Owl Finance LLC 144A<BR>
3.125%, 6/10/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;315
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Brighthouse Financial, Inc.<BR>
5.625%, 5/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;560
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">BroadStreet Partners, Inc. 144A<BR>
5.875%, 4/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;223
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Charles Schwab Corp. (The) Series H<BR>
4.000% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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:22.16%;">&#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;492
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Citadel LP 144A<BR>
4.875%, 1/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;525
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;503
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Cobra Acquisition Co. LLC 144A<BR>
6.375%, 11/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;263
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Corebridge Financial, Inc. 144A<BR>
6.875%, 12/15/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;326
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;315
</TD></TR>
<TR
style="page-break-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:53.95%;">Doric Nimrod Air Alpha Pass-Through Trust 2013-1, A 144A<BR>
5.250%, 5/30/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;378
</TD></TR></TABLE>
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<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;width:22.16%;">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;
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</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;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:53.95%;">Drawbridge Special Opportunities Fund LP 144A<BR>
3.875%, 2/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;720
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;660<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Intercorp Peru Ltd. 144A<BR>
3.875%, 8/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;522<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Itau Unibanco Holding S.A. 144A<BR>
3.875%, 4/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;760
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;682<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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.<BR>
1.953%, 2/4/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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%;">&#8201;&#8199;&#8199;&#8199;&#8199;924<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Ladder Capital Finance Holdings LLLP 144A<BR>
4.250%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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%;">Liberty Mutual Group, Inc. 144A<BR>
4.125%, 12/15/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;426<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Lincoln National Corp. (3 month LIBOR + 2.040%)<BR>
4.750%, 4/20/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;384<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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 G<BR>
3.850% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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:22.16%;">&#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;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:53.95%;">Midcap Financial Issuer Trust 144A<BR>
6.500%, 5/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Navient Corp.<BR>
6.750%, 6/25/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;540
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">OWL Rock Core Income Corp.<BR>
4.700%, 2/8/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;319
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">5.875%, 9/15/42<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;440<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">5.625%, 6/15/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;398<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">5.125%, 3/1/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;148
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;137<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">6.000%, 9/1/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;89
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;88<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Santander Holdings USA, Inc.<BR>
4.400%, 7/13/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;419<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Texas Capital Bancshares, Inc.<BR>
4.000%, 5/6/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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%;">Wells Fargo &amp; Co. Series BB<BR>
3.900% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;905
</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;798<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: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;17,086
</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-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#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: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:62pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">10</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;width:76.12%;" colspan="2">Health Care&#8212;1.2%
</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:53.95%;">Akumin, Inc. 144A<BR>
7.000%, 11/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#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: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%;">Bausch Health Americas, Inc. 144A<BR>
9.250%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;54
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Bausch Health Cos., Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 6.125%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;26
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 7.000%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;&#8199;65
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">Bio-Rad Laboratories, Inc.<BR>
3.700%, 3/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;148
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;132
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Cheplapharm Arzneimittel GmbH 144A<BR>
5.500%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;604
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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:22.16%;">&#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:53.95%;">144A 6.875%, 4/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;22
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 6.125%, 4/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;276
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 4.750%, 2/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">DENTSPLY SIRONA, Inc.<BR>
3.250%, 6/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;428
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Endo Dac 144A<BR>
9.500%, 7/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(4)(8)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;94
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;25
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Illumina, Inc.<BR>
2.550%, 3/23/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;406
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Lannett Co., Inc. 144A<BR>
7.750%, 4/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;&#8199;42
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Legacy LifePoint Health LLC 144A<BR>
6.750%, 4/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;10
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Par Pharmaceutical, Inc. 144A<BR>
7.500%, 4/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(4)(8)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;187
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">144A 6.750%, 7/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;
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width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;410
</TD></TR>
<TR
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</TD><TD
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line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#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
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line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;145
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
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6.375%, 2/1/25<SUP
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</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#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
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line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
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</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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;
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style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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
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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;191
</TD></TR></TABLE>
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<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
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</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;
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</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;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Health Care&#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;
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style="font-size:85%;font-style:Normal;text-transform:none;">(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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;230
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;202<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Universal Health Services, Inc. 144A<BR>
2.650%, 1/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;595
</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;
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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: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;&#8199;4,510
</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">Industrials&#8212;1.9%
</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:53.95%;">Alaska Airlines Pass-Through Trust 2020-1, A 144A<BR>
4.800%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;455
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Allied Universal Holdco LLC 144A<BR>
6.625%, 7/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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 Airlines, Inc. 144A<BR>
11.750%, 7/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Aviation Capital Group LLC 144A<BR>
3.500%, 11/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;518<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Avolon Holdings Funding Ltd. 144A<BR>
4.375%, 5/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:1pt;padding-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%;">BlueLinx Holdings, Inc. 144A<BR>
6.000%, 11/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;
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style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Boeing Co. (The)
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">5.150%, 5/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">3.750%, 2/1/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;147<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">5.930%, 5/1/60<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;140<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">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;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;494
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">CoStar Group, Inc. 144A<BR>
2.800%, 7/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;483<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Deluxe Corp. 144A<BR>
8.000%, 6/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Global Infrastructure Solutions, Inc. 144A<BR>
7.500%, 4/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Icahn Enterprises LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">6.250%, 5/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;245
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;235<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">5.250%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;40
</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;36<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:67pt;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:85pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">11</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Oscar AcquisitionCo. LLC 144A<BR>
9.500%, 4/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;345
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;301<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">OT Merger Corp. 144A<BR>
7.875%, 10/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;180
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;129<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Pentair Finance S.a.r.l.<BR>
5.900%, 7/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Science Applications International Corp. 144A<BR>
4.875%, 4/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;282<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Sempra Global 144A<BR>
3.250%, 1/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;599
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">SRS Distribution, Inc. 144A<BR>
6.125%, 7/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;195<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Titan Acquisition Ltd. 144A<BR>
7.750%, 4/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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%;">TransDigm, Inc.<BR>
5.500%, 11/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;405
</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;364<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: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;&#8199;7,308
</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">Information Technology&#8212;1.0%
</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:1pt;padding-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%;">CDW LLC<BR>
3.569%, 12/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;704
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Consensus Cloud Solutions, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 6.000%, 10/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;68<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 6.500%, 10/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;103<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Dell International LLC<BR>
8.100%, 7/15/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;474
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;550<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Entegris Escrow Corp. 144A<BR>
4.750%, 4/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">HP, Inc.<BR>
5.500%, 1/15/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;587<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Kyndryl Holdings, Inc. 144A<BR>
3.150%, 10/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;402<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Leidos, Inc.<BR>
2.300%, 2/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;415
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;326<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Motorola Solutions, Inc.<BR>
4.600%, 5/23/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;&#8199;9<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">Oracle Corp.<BR>
2.875%, 3/25/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
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<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;width:22.16%;">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: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;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:53.95%;">TD SYNNEX Corp.<BR>
2.375%, 8/9/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;720
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;605<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Viasat, Inc. 144A<BR>
5.625%, 9/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;150
</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;132<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: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;&#8199;4,010
</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">Materials&#8212;1.7%
</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:53.95%;">Albemarle Corp.<BR>
5.050%, 6/1/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;545
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;531<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">ARD Finance S.A. PIK 144A<BR>
6.500%, 6/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;380<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Avient Corp. 144A<BR>
7.125%, 8/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;65
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;64<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Bayport Polymers LLC 144A<BR>
5.140%, 4/14/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;565
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;538<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Celanese U.S. Holdings LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">5.900%, 7/5/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;180
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">6.165%, 7/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;155
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;155<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">6.379%, 7/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;132
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Cleveland-Cliffs, Inc. 144A<BR>
6.750%, 3/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;180
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Eldorado Gold Corp. 144A<BR>
6.250%, 9/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;344<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Freeport-McMoRan, Inc.<BR>
5.450%, 3/15/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;455
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;410<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">International Flavors &amp; Fragrances, Inc. 144A<BR>
2.300%, 11/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;422<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Inversiones CMPC S.A. 144A<BR>
3.850%, 1/13/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;535<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">LSB Industries, Inc. 144A<BR>
6.250%, 10/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;444<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">New Enterprise Stone &amp; Lime Co., Inc. 144A<BR>
9.750%, 7/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;450
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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: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%;">Suzano Austria GmbH<BR>
2.500%, 9/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;326<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Taseko Mines Ltd. 144A<BR>
7.000%, 2/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;650
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Teck Resources Ltd.<BR>
6.125%, 10/1/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;433<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">144A 9.250%, 8/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;280
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:58pt;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;">12</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">144A 6.625%, 11/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;400
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;351<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">WR Grace Holdings LLC 144A<BR>
5.625%, 8/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;170
</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;134<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: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;&#8199;6,747
</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;1.1%
</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:53.95%;">EPR Properties<BR>
4.750%, 12/15/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;537<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">GLP Capital LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">5.250%, 6/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;222<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">5.750%, 6/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;277
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;275<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">3.250%, 1/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;47
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;38<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Iron Mountain, Inc. 144A<BR>
4.500%, 2/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;320<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Kite Realty Group Trust<BR>
4.750%, 9/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;554<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">MPT 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:22.16%;">&#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:53.95%;">4.625%, 8/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;140
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;119<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">3.500%, 3/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Office Properties Income Trust<BR>
4.500%, 2/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#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:53.95%;">Ontario Teachers&#8217; Cadillac Fairview Properties Trust 144A<BR>
2.500%, 10/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;298<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Phillips Edison Grocery Center Operating Partnership I LP<BR>
2.625%, 11/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;468<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">4.950%, 2/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;275<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">4.375%, 2/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;230
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">VICI Properties LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">4.950%, 2/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">5.125%, 5/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;129<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 4.625%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;65
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">144A 5.750%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;187<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: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;&#8199;4,445
</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;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: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:53.95%;">CMS Energy Corp.<BR>
4.750%, 6/1/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;570
</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;523<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: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;width:22.16%;">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: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;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:53.95%;">Eskom Holdings SOC Ltd. 144A<BR>
7.125%, 2/11/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;695
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;652<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Ferrellgas LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">144A 5.375%, 4/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;108<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 5.875%, 4/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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: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;106<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Perusahaan Listrik Negara PT 144A<BR>
4.125%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;826<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Southern Co. (The) Series 21-A<BR>
3.750%, 9/15/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;543<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Vistra Corp. 144A<BR>
8.000% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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:22.16%;">&#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;182<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: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;&#8199;&#8199;2,940
</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 Corporate Bonds and Notes<BR>
<FONT
style="text-transform:none;">(Identified Cost $87,877)</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;77,115
</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">Leveraged Loans&#8212;7.1%
</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:53.95%;">Air Canada (3 month LIBOR + 3.500%)<BR>
6.420%, 8/11/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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%;">Amentum Government Services Holdings LLC (1-6 month Term SOFR + 4.000%)<BR>
4.777% - 5.597%, 2/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;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:53.95%;">Brown Group Holding LLC (1 month LIBOR + 2.500%)<BR>
5.020%, 6/7/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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: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;204<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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:22.16%;">&#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:53.95%;">(1 month LIBOR + 2.750%)<BR>
5.270%, 9/22/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;294
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Second Lien (1 month LIBOR + 5.750%)<BR>
8.270%, 9/21/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;24<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">Mileage Plus Holdings LLC Tranche B (3 month LIBOR + 5.250%)<BR>
7.310%, 6/21/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;300
</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;304<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:46pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:49pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">13</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">TransDigm, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">Tranche E (1 month LIBOR + 2.250%)<BR>
4.770%, 5/30/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;212
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;207<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">Tranche F (1 month LIBOR + 2.250%)<BR>
4.770%, 12/9/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;143
</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;139<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: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;&#8199;1,404
</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">Chemicals&#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:53.95%;">Aruba Investments Holdings LLC First Lien (1 month LIBOR + 4.000%)<BR>
6.440%, 11/24/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;199<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Diamond BC B.V. Tranche B (1-3 month LIBOR + 2.750%)<BR>
5.274% - 5.556%, 9/29/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;213
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Ineos U.S. Finance LLC 2024 (2 month LIBOR + 2.000%)<BR>
4.590%, 4/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;474
</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;468<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;872
</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">Consumer Non-Durables&#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:53.95%;">DS Parent, Inc. Tranche B (3 month LIBOR + 5.750%)<BR>
6.760%, 12/8/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;224
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Parfums Holding Co., Inc. First Lien (1 month LIBOR + 4.000%)<BR>
6.370%, 6/30/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;301<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">ZEP, Inc. First Lien (12 month LIBOR + 4.000%)<BR>
5.000%, 8/12/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;325
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<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%;">&#8201;&#8199;&#8199;&#8199;&#8199;800
</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">Energy&#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: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:53.95%;">Citgo Petroleum Corp. 2019, Tranche B (1 month LIBOR + 6.250%)<BR>
8.770%, 3/28/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;274
</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>
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</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;width:22.16%;">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: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;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:53.95%;">Hamilton Projects Acquiror LLC (3 month LIBOR + 4.500%)<BR>
6.750%, 6/17/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;304
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;299<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Medallion Midland Acquisition LLC (1 month LIBOR + 3.750%)<BR>
6.270%, 10/18/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;306
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;301<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Oryx Midstream Services Permian Basin LLC Tranche B (3 month LIBOR + 3.250%)<BR>
6.210%, 10/5/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;322
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;316<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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%;">Traverse Midstream Partners LLC (6 month Term SOFR + 4.250%)<BR>
5.950%, 9/27/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;504
</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;499<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: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;&#8199;1,688
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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">Financial&#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: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%;">Citadel Securities LP Tranche B<BR>
0.000%, 2/2/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;123<FONT
style="padding-left:0.06pt;"></FONT>
</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">Financials&#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:1pt;padding-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%;">Asurion LLC Tranche B-9 (1 month LIBOR + 3.250%)<BR>
5.770%, 7/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;197<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Blackhawk Network Holdings, Inc. First Lien (3 month Term SOFR + 3.000%)<BR>
5.050%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;213
</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;204<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;401
</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">Food / Tobacco&#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:53.95%;">H-Food Holdings LLC (1 month LIBOR + 3.690%)<BR>
6.210%, 5/23/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;261
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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:53.95%;">Pegasus Bidco B.V. Tranche B-2 (1 month Term SOFR + 4.250%)<BR>
6.960%, 7/12/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;190
</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;184<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:61pt;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;">14</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:1pt;padding-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%;">Shearer&#8217;s Foods LLC First Lien (1 month LIBOR + 3.500%)<BR>
6.020%, 9/23/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;265
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">Triton Water Holdings, Inc. First Lien (3 month LIBOR + 3.500%)<BR>
5.750%, 3/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;182
</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;170<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;853
</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">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:53.95%;">Anchor Glass Container Corp. 2017 (1-3 month LIBOR + 2.750%)<BR>
5.098% - 5.274%, 12/7/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;162
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;129<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">BWay Holding Co. (1 month LIBOR + 3.250%)<BR>
5.620%, 4/3/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;558
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Klockner Pentaplast of America, Inc. Tranche B (6 month LIBOR + 4.750%)<BR>
8.320%, 2/12/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;311<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Spectrum Holdings III Corp. First Lien (1 month LIBOR + 3.250%)<BR>
5.770%, 1/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;227
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;213<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">TricorBraun, Inc. (1 month LIBOR + 3.250%)<BR>
5.770%, 3/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;252
</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;244<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: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;&#8199;1,442
</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">Gaming / Leisure&#8212;0.7%
</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:53.95%;">Caesars Resort Collection LLC Tranche B (1 month LIBOR + 2.750%)<BR>
5.270%, 12/23/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;582
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;574<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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:53.95%;">Carnival Corp. Tranche B (6 month LIBOR + 3.000%)<BR>
5.880%, 6/30/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;93
</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;88<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: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;width:22.16%;">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: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;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:53.95%;">ECL Entertainment LLC Tranche B (3 month LIBOR + 7.500%)<BR>
9.750%, 5/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;209
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">Fertitta Entertainment LLC Tranche B (1 month Term SOFR + 4.000%)<BR>
6.460%, 1/26/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;199
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">J&amp;J Ventures Gaming LLC (1 month LIBOR + 4.000%)<BR>
6.250%, 4/26/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;223
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Playa Resorts Holding B.V. (1 month LIBOR + 2.750%)<BR>
5.270%, 4/29/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;688
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;673<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Pug LLC Tranche B (1 month LIBOR + 3.500%)<BR>
6.020%, 2/12/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;402
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Raptor Acquisition Corp. Tranche B (3 month LIBOR + 4.000%)<BR>
6.100%, 11/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:1pt;padding-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%;">Scientific Games Holdings LP (3 month Term SOFR + 3.500%)<BR>
5.620%, 4/4/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;72<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">UFC Holdings LLC Tranche B-3 (3 month LIBOR + 2.750%)<BR>
5.520%, 4/29/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;309
</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;300<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: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;&#8199;2,807
</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">Health Care&#8212;1.1%
</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:53.95%;">ASP Navigate Acquisition Corp. (3 month LIBOR + 4.500%)<BR>
7.410%, 10/6/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;162<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">CHG Healthcare Services, Inc. First Lien (6 month LIBOR + 3.250%)<BR>
4.750%, 9/29/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;319
</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;311<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:82pt;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:85pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">15</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Health Care&#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:53.95%;">Gainwell Acquisition Corp. Tranche B (1 month LIBOR + 4.000%)<BR>
6.250%, 10/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;330
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;322
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Heartland Dental LLC 2021 (1 month LIBOR + 4.000%)<BR>
6.440%, 4/30/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;381
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;365
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Hunter Holdco 3 Ltd. First Lien (3 month LIBOR + 4.250%)<BR>
6.500%, 8/19/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">LifePoint Health, Inc. Tranche B, First Lien (1 month LIBOR + 3.750%)<BR>
6.270%, 11/16/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;211
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;204
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">One Call Corp. Tranche B, First Lien (3 month LIBOR + 5.500%)<BR>
8.310%, 4/22/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;195
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Packaging Coordinators Midco, Inc. Tranche B, First Lien (3 month LIBOR + 3.750%)<BR>
6.000%, 11/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;211
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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:53.95%;">Pearl Intermediate Parent LLC First Lien (1 month LIBOR + 2.750%)<BR>
5.270%, 2/14/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;403
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">PetVet Care Centers LLC 2021, First Lien (1 month LIBOR + 3.500%)<BR>
6.020%, 2/14/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;193
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;186
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Phoenix Guarantor, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">Tranche B-1 (1 month LIBOR + 3.250%)<BR>
5.770%, 3/5/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;303
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;292
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Tranche B-3 (1 month LIBOR + 3.500%)<BR>
5.940%, 3/5/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;233
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Phoenix Newco, Inc. First Lien (1 month LIBOR + 3.250%)<BR>
5.770%, 11/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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:53.95%;">Sunshine Luxembourg VII S.a.r.l. Tranche B-3 (3 month LIBOR + 3.750%)<BR>
6.000%, 10/1/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;173
</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;166
</TD></TR></TABLE>
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<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;width:22.16%;">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: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;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Health Care&#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:53.95%;">Surgery Center Holdings, Inc. 2021 (1 month LIBOR + 3.750%)<BR>
6.140%, 8/31/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;321
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;311<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Upstream Newco, Inc. 2021 (1 month Term SOFR + 4.250%)<BR>
6.820%, 11/20/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;231
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Viant Medical Holdings, Inc. First Lien (1 month LIBOR + 3.750%)<BR>
6.270%, 7/2/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;310
</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;292<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: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;&#8199;4,170
</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">Housing&#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:53.95%;">Chariot Buyer LLC (1 month LIBOR + 3.500%)<BR>
6.020%, 11/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;239
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;227<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Quikrete Holdings, Inc. Tranche B-1 (1 month LIBOR + 3.000%)<BR>
5.520%, 6/9/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;359
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">SRS Distribution, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2021 (3 month LIBOR + 3.500%)<BR>
6.310%, 6/2/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;162<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">2022 (3 month Term SOFR + 3.500%)<BR>
6.180%, 6/2/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;35
</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;33<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;769
</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">Information Technology&#8212;1.0%
</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:1pt;padding-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%;">Applied Systems, Inc. Second Lien (3 month LIBOR + 5.500%)<BR>
7.750%, 9/19/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;208
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:1pt;padding-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%;">BMC Software 2021 (1 month LIBOR + 3.750%)<BR>
6.270%, 10/2/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;200<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">CDK Global, Inc. (3 month Term SOFR + 4.500%)<BR>
6.610%, 7/6/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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: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:53.95%;">ConnectWise LLC (3 month LIBOR + 3.500%)<BR>
5.750%, 9/29/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;109
</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;105<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: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;">16</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Epicor Software Corp. Tranche C (1 month LIBOR + 3.250%)<BR>
5.770%, 7/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;420
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:53.95%;">Greeneden U.S. Holdings II LLC Tranche B-4 (1 month LIBOR + 4.000%)<BR>
6.520%, 12/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;266
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Hyland Software, Inc. 2018 (1 month LIBOR + 3.500%)<BR>
6.020%, 7/1/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;482
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;475
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Infinite Bidco LLC First Lien (3 month LIBOR + 3.250%)<BR>
5.500%, 3/2/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;252
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;245
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Magenta Buyer LLC First Lien (1 month LIBOR + 4.750%)<BR>
7.250%, 7/27/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;233
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">Project Ruby Ultimate Parent Corp. First Lien (1 month LIBOR + 3.250%)<BR>
5.770%, 3/10/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;256
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;248
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Proofpoint, Inc. (3 month LIBOR + 3.250%)<BR>
6.320%, 8/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;108
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;104
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Quest Software U.S. Holdings, Inc. First Lien (3 month Term SOFR + 4.400%)<BR>
6.980%, 2/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;231
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">RealPage, Inc. First Lien (1 month LIBOR + 3.000%)<BR>
5.520%, 4/24/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Sophia LP
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2022, Tranche B-1 (1 month Term SOFR + 4.000%)<BR>
6.460%, 10/7/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;132
</TD></TR>
<TR
style="page-break-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:53.95%;">Tranche B (3 month LIBOR + 3.500%)<BR>
5.750%, 10/7/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;249
</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
</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;width:22.16%;">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: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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">UKG, Inc.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2021, Second Lien (3 month LIBOR + 5.250%)<BR>
7.540%, 5/3/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;20
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;19<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">2021-2, First Lien (3 month LIBOR + 3.250%)<BR>
5.540%, 5/4/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;212
</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;205<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: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;&#8199;3,711
</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">Manufacturing&#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:53.95%;">Alliance Laundry Systems LLC Tranche B (1 month LIBOR + 3.500%)<BR>
5.960%, 10/8/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;249<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Arcline FM Holdings LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">First Lien (1 month LIBOR + 4.750%)<BR>
7.000%, 6/23/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;162<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Second Lien (1 month LIBOR + 8.250%)<BR>
11.130%, 6/25/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;95
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;90<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Filtration Group Corp. (1 month LIBOR + 3.000%)<BR>
5.520%, 3/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;294
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Safe Fleet Holdings LLC 2022 (1 month Term SOFR + 3.850%)<BR>
6.150%, 2/23/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;65
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Star U.S. Bidco LLC (1 month LIBOR + 4.250%)<BR>
6.770%, 3/17/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;312
</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;298<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: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;&#8199;1,150
</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">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: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%;">DIRECTV Financing LLC (1 month LIBOR + 5.000%)<BR>
7.520%, 8/2/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;266
</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;254<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:88pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:100pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">17</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Cinemark USA, Inc. (1-3 month LIBOR + 4.750%)<BR>
4.010% - 7.280%, 3/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;230
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;219<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">McGraw-Hill Education, Inc. (1-6 month LIBOR + 4.750%)<BR>
7.274% - 8.316%, 7/28/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;219
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">William Morris Endeavor Entertainment LLC Tranche B-1 (1 month LIBOR + 2.750%)<BR>
5.280%, 5/18/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;255
</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;246<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;676
</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">Media / Telecom -<BR>
Telecommunications&#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: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%;">Consolidated Communications, Inc. Tranche B-1 (1 month LIBOR + 3.500%)<BR>
6.000%, 10/2/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;153
</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;137<FONT
style="padding-left:0.06pt;"></FONT>
</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">Metals / Minerals&#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:1pt;padding-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%;">Covia Holdings Corp. (3 month LIBOR + 4.000%)<BR>
6.290%, 7/31/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;326<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Peabody Energy Corp. Tranche B (1 month LIBOR + 2.750%)<BR>
5.050%, 3/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;224
</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;213<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;539
</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">Retail&#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:53.95%;">CNT Holdings I Corp. First Lien (1 month Term SOFR + 3.500%)<BR>
5.810%, 11/8/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;202<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">Great Outdoors Group LLC Tranche B-2 (1 month LIBOR + 3.750%)<BR>
6.270%, 3/6/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;235
</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;227<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
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<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;width:22.16%;">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: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;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:53.95%;">Harbor Freight Tools USA, Inc. 2021 (1 month LIBOR + 2.750%)<BR>
5.270%, 10/19/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;219
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">PetsMart LLC (1 month LIBOR + 3.750%)<BR>
6.270%, 2/11/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;167
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Rising Tide Holdings, Inc. First Lien (1 month LIBOR + 4.750%)<BR>
7.270%, 6/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;188
</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;163<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;963
</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">Service&#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:53.95%;">Apex Group Treasury Ltd. First Lien (3 month LIBOR + 3.750%)<BR>
6.560%, 7/27/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;358
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Carlisle Foodservice Products, Inc. First Lien (3 month LIBOR + 3.000%)<BR>
6.570%, 3/20/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;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:53.95%;">Dun &amp; Bradstreet Corp. (The)
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">2022, Tranche B-2 (1 month Term SOFR + 3.250%)<BR>
5.540%, 1/18/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;49<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Tranche B (1 month LIBOR + 3.250%)<BR>
5.740%, 2/6/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;309
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">DXP Enterprises, Inc. (1 month LIBOR + 4.750%)<BR>
7.270%, 12/23/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;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%;">&#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: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%;">Garda World Security Corp. Tranche B-2 (3 month LIBOR + 4.250%)<BR>
7.240%, 10/30/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">Grab Holdings, Inc. (1 month LIBOR + 4.500%)<BR>
7.030%, 1/29/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;279
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:53.95%;">NAB Holdings LLC First Lien (3 month Term SOFR + 3.150%)<BR>
5.200%, 11/23/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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;182<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:46pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:49pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">18</DIV>
</DIV>
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style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
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style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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;width:22.16%;">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: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;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:53.95%;">Peraton Corp. Tranche B, First Lien (1 month LIBOR + 3.750%)<BR>
6.270%, 2/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;401
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;389<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">PODS LLC (1 month LIBOR + 3.000%)<BR>
5.520%, 3/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;209
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;202<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Sedgwick Claims Management Services, Inc. 2019 (1 month LIBOR + 3.750%)<BR>
6.270%, 9/3/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;204
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;201<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">St. George&#8217;s University Scholastic Services LLC (1 month LIBOR + 3.250%)<BR>
5.770%, 2/10/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;204
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;197<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Sweetwater Borrower LLC (1 month LIBOR + 4.250%)<BR>
6.810%, 8/7/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;239
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Weld North Education LLC 2021 (1 month LIBOR + 3.750%)<BR>
6.270%, 12/21/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<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: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;&#8199;3,152
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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">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:53.95%;">Clarios Global LP Tranche B-1 (1 month LIBOR + 3.250%)<BR>
5.770%, 4/30/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;224
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;218<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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%;">Cooper-Standard Automotive, Inc. Tranche B-1 (1 month LIBOR + 2.000%)<BR>
4.520%, 11/2/23<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;675
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;639<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Mavis Tire Express Services Topco Corp. First Lien (1 month Term SOFR + 4.000%)<BR>
6.380%, 5/4/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#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
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line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">PAI Holdco, Inc. Tranche B (3 month LIBOR + 3.750%)<BR>
6.560%, 10/28/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(5)</SUP>
</TD><TD
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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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;109
</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
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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;105<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;&#8199;1,271
</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-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#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: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;width:22.16%;">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: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">Utility&#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:53.95%;">Brookfield WEC Holdings, Inc. (1 month LIBOR + 2.750%)<BR>
5.270%, 8/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;208
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Generation Bridge II LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">Tranche B (3 month LIBOR + 5.000%)<BR>
7.250%, 2/23/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;117
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;115<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Tranche C (3 month LIBOR + 5.000%)<BR>
7.250%, 2/23/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;15
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;14<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Lightstone HoldCo LLC
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:22.16%;">&#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:53.95%;">Tranche B (2 month Term SOFR + 5.750%)<BR>
8.050%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;537
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;481<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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:53.95%;">Tranche C (1 month Term SOFR + 5.750%)<BR>
8.050%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;30
</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;27<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: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%;">&#8201;&#8199;&#8199;&#8199;&#8199;840
</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-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 $28,909)</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;28,022
</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;0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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;">(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;">(12)</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:4pt;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;277
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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;">(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;">(12)</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:4pt;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;251
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">MetLife, Inc. Series D, 5.875%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;">(12)</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:4pt;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;322
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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;">(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;">(12)</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:4pt;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;535
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;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;453
</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:4.45pt;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;1,838
</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-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#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:50pt;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:102pt;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;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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">Industrials&#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="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 month LIBOR + 3.330%), 5.159%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;622<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(12)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;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;588
</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 Preferred Stocks<BR>
<FONT
style="text-transform:none;">(Identified Cost $2,596)</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;2,426
</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">Common Stocks&#8212;89.2%
</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;width:76.12%;" colspan="2">Communication Services&#8212;1.8%
</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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Cellnex Telecom S.A.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;175,393
</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;6,834
</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 Discretionary&#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:1pt;padding-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;">(1)(7)(13)</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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;22,362
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;24
</TD></TR>
<TR
style="page-break-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;">(1)(7)(13)</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: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: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;64
</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:6.83pt;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;&#8199;88
</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">Energy&#8212;14.9%
</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: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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;97,185
</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: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;15,567
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">DT Midstream, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;68,245
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;3,768
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;150,436
</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: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;6,201
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(1)(13)</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:9.33pt;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;273
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;117,625
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;7,202
</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: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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;195,985
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;6,921
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;152,951
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;10,436
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">TC Energy Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;67,798
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;3,268
</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: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%;">Williams Cos., Inc. (The)<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:22.16%;">&#8201;&#8199;150,720
</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;5,129
</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:6.83pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;58,494
</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">Industrials&#8212;23.0%
</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: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 S.A.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(13)</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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;90,484
</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: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;11,126
</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: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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;418,795
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;9,608
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">Atlas Arteria Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,151,970
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;6,267
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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;">(1)(13)</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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,244,966
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;5,741
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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 National Railway Co.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;48,805
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;5,803
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;77,365
</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%;">&#8199;&#8199;&#8199;5,792
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;105,775
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;3,348
</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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Ferrovial S.A.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;208,930
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;5,245
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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:53.95%;">Flughafen Zurich AG Registered Shares<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(13)</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:9.33pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;31,380
</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%;">&#8199;&#8199;&#8199;5,297
</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><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;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: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;">(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;16,286
</TD><TD
style="line-height:0pt;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>&#8199;&#8199;&#8199;3,960
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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%;">1,893,433
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;17,964
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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;26,882
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;6,035
</TD></TR>
<TR
style="page-break-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 S.A.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;44,161
</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;4,094
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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:6.83pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;90,280
</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;8.4%
</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;">(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;76,185
</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: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;19,355
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Crown Castle, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;80,295
</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;13,716
</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:6.83pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;33,071
</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;41.1%
</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%;">Ameren Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;54,535
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;5,051
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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 Electric Power Co., Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;72,620
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;7,276
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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;">(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;24,645
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;3,659
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;57,200
</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%;">&#8199;&#8199;&#8199;6,485
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">CenterPoint Energy, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;289,745
</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%;">&#8199;&#8199;&#8199;9,136
</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: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;">(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;64,125
</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: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;4,331
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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;181,110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;14,815
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-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 S.A.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;914,548
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;4,377
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;142,110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;6,576
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;912,190
</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: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;4,304
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Entergy Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;31,940
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;3,683
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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;74,680
</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: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;5,118
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;85,750
</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;7,691
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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 S.A.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;389,543
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;4,065
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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;802,755
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;10,053
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;249,429
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;21,216
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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 AS<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;42,168
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;4,142
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;125,106
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;8,052
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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;">(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;86,280
</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: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;14,234
</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:53.95%;">Severn Trent plc<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;102,830
</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: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;3,329
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;75,490
</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: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;5,818
</TD></TR>
<TR
style="page-break-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%;">Xcel Energy, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;102,820
</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;7,634
</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;161,045
</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 $321,816)</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;349,812
</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-bottom:8pt;padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#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:48pt;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;">20</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</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:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Exchange-Traded Fund&#8212;1.0%
</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%;">iShares JP Morgan USD Emerging Markets Bond ETF<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(14)</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;44,881
</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;3,828
</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 $4,050)</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;3,828
</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;">(7)</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-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;138.8%<BR>
<FONT
style="text-transform:none;">(Identified Cost $535,619)</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;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;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;
544,284
</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="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Short-Term Investment&#8212;1.7%
</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: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;1.7%
</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
2.111%)<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(14)</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%;">6,757,073
</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;6,757
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:2.5pt;
text-align:left;text-decoration:none;text-transform:uppercase;vertical-align:bottom;width:76.12%;" colspan="2">Total Short-Term Investment<BR>
<FONT
style="text-transform:none;">(Identified Cost $6,757)</FONT>
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:3pt;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-bottom:3pt;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;6,757
</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="line-height:0pt;padding-right:4pt;text-align:center;vertical-align:bottom;width:24.16%;">&#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:4pt;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: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;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:78.12%;" colspan="2">TOTAL INVESTMENTS&#8212;140.5%<BR>
(Identified Cost $542,376)
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;$<FONT
style="padding-left:1.88pt;"></FONT>551,041
</TD></TR>
<TR
style="page-break-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:78.12%;" colspan="2">Other assets and liabilities, net&#8212;(40.5)%
</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:5.75pt;padding-right:3pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.88%;">(158,880)
</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:78.12%;" colspan="2">NET ASSETS&#8212;100.0%
</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:2pt;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:1.88pt;"></FONT>392,161
</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>
<TR
style="page-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%;">SOFR
</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%;">Secured Overnight Financing Rate
</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;">(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;">(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.
</TD></TR>
<TR
style="page-break-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;">(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>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:187pt;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;">21</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:11pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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, 2022, these securities amounted to a value of $103,479 or 26.4% 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;">(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, 2022. 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;">(6)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">No contractual maturity date.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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%;">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-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;">(8)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:94.18%;">Security in default; no interest payments are being received during the bankruptcy proceedings.
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:6pt;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;">(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;">(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, 2022, 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;">(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%;">Value shown as par value.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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%;">Non-income producing.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-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;">(14)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:94.18%;">Shares of this fund are publicly offered, and its prospectus and annual report are publicly available.
</TD></TR></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;">&#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:8pt;padding-right:9pt;padding-top:1.88pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.09%;">70%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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%;">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%;">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;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%;">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%;">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;width:89.91%;">New Zealand
</TD><TD
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%;">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: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%;">6
</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;">&#8224;</SUP> % of total investments as of August 31, 2022.
</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:206pt;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:240pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">22</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2022</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
</DIV>
<DIV
style="margin-top:5pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">The following table
summarizes the value of the Fund&#8217;s investments as of August 31, 2022, 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, 2022
</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%;">$<FONT
style="padding-left:4pt;"></FONT>23,470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-right:14pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.25%;">$<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%;">$<FONT
style="padding-left:4pt;"></FONT>23,470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-top:1pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:15.11%;">$&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Corporate Bonds and Notes
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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%;">77,115
</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%;">77,113
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">2
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;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: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%;">8,545
</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%;">8,545
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Leveraged Loans
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">28,022
</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%;">28,022
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Mortgage-Backed Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">28,960
</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%;">28,960
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Municipal Bonds
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:26pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">2,249
</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%;">2,249
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">U.S. 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%;">19,854
</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%;">19,854
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Equity Securities:
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:15.20%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:13.25%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:11.07%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-top:1pt;text-align:center;vertical-align:bottom;width:15.11%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Common Stocks
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">349,812
</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%;">319,752
</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%;">29,972
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">88
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight: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%;">2,426
</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%;">453
</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%;">1,973
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:41.41%;">Rights
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:40pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">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:22pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">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%;">3,828
</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%;">3,828
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">6,757
</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%;">6,757
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.07%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:14pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">Total Investments
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.5pt;padding-left:14pt;padding-right:14pt;
padding-top:1.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.20%;">$551,041
</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%;">$330,790
</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%;">$220,158
</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%;">$93
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Security held by the Fund
with an end of period value of $88 was transferred from Level 2 to Level 3 due to a decrease in trading activities during the period.</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Securities held by the Fund
with an end of period value of $979 were transferred from Level 3 to Level 2 due to an increase in trading activities during the period.</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Some of the Fund&#8217;s
investments that were categorized as Level 3 may have been valued utilizing third party pricing information without adjustment. If applicable, such valuations are based on unobservable inputs. A significant change in
third party information could result in a significantly lower or higher value of Level 3 investments.</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Management has determined
that the amount of Level 3 securities compared to total net assets is not material; therefore, the rollforward of Level 3 securities and assumptions are not shown for the period ended August 31, 2022.</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:140pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">23</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
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<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.&#160;</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, 2022</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&#160;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>
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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;">24</DIV>
</DIV>
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style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.&#160;</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, 2022</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&#160;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&#160;Fund&#8217;s net assets by each major security type is disclosed at the end of the Schedule of Investments for the&#160;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;">25</DIV>
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