<SEC-DOCUMENT>0001752724-24-240838.txt : 20241028
<SEC-HEADER>0001752724-24-240838.hdr.sgml : 20241028
<ACCEPTANCE-DATETIME>20241028113655
ACCESSION NUMBER:		0001752724-24-240838
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20240830
FILED AS OF DATE:		20241028
DATE AS OF CHANGE:		20241028
PERIOD START:           	20241130

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Virtus Total Return Fund Inc.
		CENTRAL INDEX KEY:			0000836412
		ORGANIZATION NAME:           	
		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:		241399432

	BUSINESS ADDRESS:	
		STREET 1:		101 MUNSON STREET
		CITY:			GREENFIELD
		STATE:			MA
		ZIP:			01301
		BUSINESS PHONE:		866-270-7788

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ZWEIG TOTAL RETURN FUND INC
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <invstOrSec>
        <name>CoreVest American Finance Ltd</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CoreVest American Finance Ltd</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
        <title>Corebridge Financial Inc</title>
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          <isin value="US21871XAP42"/>
          <other otherDesc="SEDOL" value="BPYS2Z3"/>
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        <balance>326000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>333036.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRUGREEN LP</name>
        <lei>549300QNRP2MNHR3QM19</lei>
        <title>TruGreen LP</title>
        <cusip>89787RAH5</cusip>
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          <isin value="US89787RAH57"/>
          <other otherDesc="INTERNAL" value="BL3473057"/>
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        <balance>263186.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255290.88000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-02</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VONTIER CORP</name>
        <lei>549300VVSQLG4P5K4639</lei>
        <title>Vontier Corp</title>
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          <isin value="US928881AF82"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEL MONTE FOODS CORP II</name>
        <lei>N/A</lei>
        <title>DEL MONTE FOODS CORP II</title>
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        <balance>82753.70000000</balance>
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        <assetCat>LON</assetCat>
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        <debtSec>
          <maturityDt>2028-08-02</maturityDt>
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      <invstOrSec>
        <name>FIRST BRANDS GROUP LLC</name>
        <lei>N/A</lei>
        <title>First Brands Group LLC</title>
        <cusip>31935HAG2</cusip>
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          <isin value="US31935HAG20"/>
          <other otherDesc="INTERNAL" value="BL4071538"/>
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        <balance>144016.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>142081.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-03-30</maturityDt>
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      <invstOrSec>
        <name>Arroyo Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Arroyo Mortgage Trust 2019-1</title>
        <cusip>042859AA6</cusip>
        <identifiers>
          <isin value="US042859AA69"/>
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        <balance>334450.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>325638.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.80500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRIME SECSRVC BRW/FINANC</name>
        <lei>N/A</lei>
        <title>Prime Security Services Borrower LLC / Prime Finance Inc</title>
        <cusip>74166MAE6</cusip>
        <identifiers>
          <isin value="US74166MAE66"/>
          <other otherDesc="SEDOL" value="BKVKXB0"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>249044.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-1</title>
        <cusip>89173FAC4</cusip>
        <identifiers>
          <isin value="US89173FAC41"/>
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        <balance>385000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374837.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Credit Acceptance Auto Loan Tr</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust 2024-1</title>
        <cusip>22537GAA8</cusip>
        <identifiers>
          <isin value="US22537GAA85"/>
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        <balance>316000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320786.48000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.68000000</annualizedRt>
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      <invstOrSec>
        <name>BP CAPITAL MARKETS PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP Capital Markets PLC</title>
        <cusip>05565QDV7</cusip>
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          <isin value="US05565QDV77"/>
          <other otherDesc="SEDOL" value="BL6JT66"/>
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        <balance>437000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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          <maturityDt>N/A</maturityDt>
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        <name>SAUDI ARABIAN OIL CO</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>Saudi Arabian Oil Co</title>
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          <isin value="US80414L2N47"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PG&amp;E Corp</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
        <title>PG&amp;E Corp</title>
        <cusip>69331C108</cusip>
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          <isin value="US69331C1080"/>
          <ticker value="PCG"/>
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        <balance>456331.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8989720.70000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANCO DE CREDITO DEL PER</name>
        <lei>549300EQYQ8SCQZ4BY14</lei>
        <title>Banco de Credito del Peru S.A.</title>
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          <isin value="US05971V2C81"/>
          <other otherDesc="SEDOL" value="BKWG209"/>
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        <balance>73000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71123.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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      <invstOrSec>
        <name>GMRF Mortgage Acquisition Co.,</name>
        <lei>N/A</lei>
        <title>Galton Funding Mortgage Trust 2017-1</title>
        <cusip>36417JAL3</cusip>
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          <isin value="US36417JAL35"/>
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        <balance>14307.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12994.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KINGDOM OF JORDAN</name>
        <lei>5493000JZ4MYPVMBVN50</lei>
        <title>Jordan Government International Bond</title>
        <cusip>418097AL5</cusip>
        <identifiers>
          <isin value="US418097AL52"/>
          <other otherDesc="SEDOL" value="BMHQHR0"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84937.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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      <invstOrSec>
        <name>Arroyo Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Arroyo Mortgage Trust 2019-2</title>
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          <isin value="US042858AA86"/>
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        <balance>124077.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119890.89000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2049-04-25</maturityDt>
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          <annualizedRt>3.34700000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>038461AL3</cusip>
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          <isin value="US038461AL31"/>
          <other otherDesc="SEDOL" value="BDG6ZL8"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>88031.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LANNETT CO INC</name>
        <lei>5299001DJ6C90XX17G45</lei>
        <title>LANNETT CO INC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BL4604551"/>
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        <balance>22909.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6680.67000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2015-SFR2 Trust</title>
        <cusip>02666BAC0</cusip>
        <identifiers>
          <isin value="US02666BAC00"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>336602.82000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2052-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.69100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KRONOS ACQUISITION HOLDI</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings Inc</title>
        <cusip>50106GAJ1</cusip>
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          <isin value="US50106GAJ13"/>
          <other otherDesc="SEDOL" value="BQV1L55"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>269163.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2032-06-30</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RACKSPACE TECHNOLOGY</name>
        <lei>549300QTYCKLMFSE8I97</lei>
        <title>Rackspace Technology Global Inc</title>
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          <isin value="US750098AA35"/>
          <other otherDesc="SEDOL" value="BN7N7Q7"/>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>142100.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
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          <annualizedRt>5.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2018-6</title>
        <cusip>89176LAC8</cusip>
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          <isin value="US89176LAC81"/>
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        <balance>480000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>443883.07000000</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>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NMG PARENT LLC.</name>
        <lei>N/A</lei>
        <title>NMG PARENT LLC.</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="62929P102"/>
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        <balance>368.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44160.00000000</valUSD>
        <pctVal>0.010489215516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MCGRAW-HILL EDUCATION</name>
        <lei>254900U6YJ9QZ4IQOR26</lei>
        <title>MCGRAW-HILL EDUCATION</title>
        <cusip>58063DAD5</cusip>
        <identifiers>
          <isin value="US58063DAD57"/>
          <other otherDesc="INTERNAL" value="BL4731495"/>
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        <balance>148841.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149213.13000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DXP ENTERPRISES INC/TX</name>
        <lei>N/A</lei>
        <title>DXP ENTERPRISES INC</title>
        <cusip>23338DAQ9</cusip>
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          <isin value="US23338DAQ97"/>
          <other otherDesc="INTERNAL" value="BL4435386"/>
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        <balance>129025.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>129615.93000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.13980000</annualizedRt>
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      <invstOrSec>
        <name>DTE Energy Co</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co</title>
        <cusip>233331107</cusip>
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          <isin value="US2333311072"/>
          <ticker value="DTE"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2023-B38 Mortgage Trust</title>
        <cusip>081916AB4</cusip>
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          <isin value="US081916AB42"/>
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        <balance>210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>211704.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NBC Funding LLC</name>
        <lei>N/A</lei>
        <title>NBC Funding LLC</title>
        <cusip>62878YAA2</cusip>
        <identifiers>
          <isin value="US62878YAA29"/>
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        <balance>469062.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441580.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Williams Cos Inc/The</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos Inc/The</title>
        <cusip>969457100</cusip>
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          <isin value="US9694571004"/>
          <ticker value="WMB"/>
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        <balance>214010.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9795237.70000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CSX Corp</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp</title>
        <cusip>126408103</cusip>
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          <isin value="US1264081035"/>
          <ticker value="CSX"/>
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        <balance>165984.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5688271.68000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chase Mortgage Finance Corpora</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Corp</title>
        <cusip>16163YAC8</cusip>
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          <isin value="US16163YAC84"/>
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        <balance>87522.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80416.21000000</valUSD>
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      <invstOrSec>
        <name>DT Midstream Inc</name>
        <lei>N/A</lei>
        <title>DT Midstream Inc</title>
        <cusip>23345M107</cusip>
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          <isin value="US23345M1071"/>
          <ticker value="DTM"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ENDO FINANCE HOLDINGS</name>
        <lei>N/A</lei>
        <title>Endo Finance Holdings Inc</title>
        <cusip>29281RAA7</cusip>
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        <balance>20000.00000000</balance>
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        <valUSD>21235.61000000</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>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2021-1</title>
        <cusip>89179YAW3</cusip>
        <identifiers>
          <isin value="US89179YAW30"/>
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        <balance>465000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>392232.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>VISTRA CORP</name>
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        <title>Vistra Corp</title>
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        <name>REPUBLIC OF TURKIYE</name>
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        <name>Momnt Technologies Trust</name>
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        <name>VICI PROPERTIES / NOTE</name>
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        <name>ALLIANCE RES OP/FINANCE</name>
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        <name>HLF FIN SARL LLC/HERBALI</name>
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        <name>West Marine / Rising Tide - Common Stock</name>
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        <name>US TREASURY N/B</name>
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        <name>PEAC Solutions Receivables LLC</name>
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        <name>ECOPETROL SA</name>
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        <title>Ecopetrol SA</title>
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        <invCountry>CO</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>NGL ENRGY OP/FIN CORP</name>
        <lei>N/A</lei>
        <title>NGL Energy Operating LLC / NGL Energy Finance Corp</title>
        <cusip>62922LAC2</cusip>
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          <isin value="US62922LAC28"/>
          <other otherDesc="SEDOL" value="BPG27X6"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56249.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TRANSCANADA TRUST</name>
        <lei>549300Y0MFCAXLBWUV51</lei>
        <title>Transcanada Trust</title>
        <cusip>89356BAG3</cusip>
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          <isin value="US89356BAG32"/>
          <other otherDesc="SEDOL" value="BP96155"/>
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        <balance>305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290523.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2082-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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      <invstOrSec>
        <name>New Residential Mortgage Loan</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage Loan Trust 2014-1</title>
        <cusip>64828AAA1</cusip>
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          <isin value="US64828AAA16"/>
          <other otherDesc="SEDOL" value="BMSL105"/>
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        <balance>31516.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29921.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2054-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF PERU</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>Peruvian Government International Bond</title>
        <cusip>715638EC2</cusip>
        <identifiers>
          <isin value="US715638EC21"/>
          <other otherDesc="SEDOL" value="BSWVNX0"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>WHITE CAP BUYER LLC</name>
        <lei>254900L2N0T6GULCL366</lei>
        <title>WHITE CAP BUYER LLC</title>
        <cusip>96350TAH3</cusip>
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          <isin value="US96350TAH32"/>
          <other otherDesc="INTERNAL" value="BL4679157"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>114227.20000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.58350000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALTICE FRANCE HOLDING SA</name>
        <lei>5299000JVHXKJPOE6H40</lei>
        <title>Altice France Holding SA</title>
        <cusip>02156TAA2</cusip>
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          <isin value="US02156TAA25"/>
          <other otherDesc="SEDOL" value="BJP8GP8"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64415.22000000</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>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEEKLEY HOMES LLC/ FINAN</name>
        <lei>N/A</lei>
        <title>Weekley Homes LLC / Weekley Finance Corp</title>
        <cusip>948565AD8</cusip>
        <identifiers>
          <isin value="US948565AD85"/>
          <other otherDesc="SEDOL" value="BN7KGS3"/>
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        <balance>355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344258.80000000</valUSD>
        <pctVal>0.081770940818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOSEL BIDCO SE</name>
        <lei>9845004C6B4E09AB1C38</lei>
        <title>MOSEL BIDCO SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BL4364545"/>
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        <balance>113000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113706.25000000</valUSD>
        <pctVal>0.027008364170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.05140000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WRANGLER HOLDCO CORP</name>
        <lei>N/A</lei>
        <title>Wrangler Holdco Corp</title>
        <cusip>37441QAA9</cusip>
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          <isin value="US37441QAA94"/>
          <other otherDesc="SEDOL" value="BRK23G1"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>123894.36000000</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>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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      <invstOrSec>
        <name>FED REPUBLIC OF BRAZIL</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazilian Government International Bond</title>
        <cusip>105756CG3</cusip>
        <identifiers>
          <isin value="US105756CG37"/>
          <other otherDesc="SEDOL" value="BS715D9"/>
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        <balance>45000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46470.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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      <invstOrSec>
        <name>TEINE ENERGY LTD</name>
        <lei>5493002EE80G6ER7SM91</lei>
        <title>Teine Energy Ltd</title>
        <cusip>879068AB0</cusip>
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          <isin value="US879068AB03"/>
          <other otherDesc="SEDOL" value="BMYLJS3"/>
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        <balance>330000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>328535.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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      <invstOrSec>
        <name>American Tower Corp</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
        <cusip>03027X100</cusip>
        <identifiers>
          <isin value="US03027X1000"/>
          <ticker value="AMT"/>
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        <balance>104504.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23415166.24000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RCKT Mortgage Trust 2020-1</name>
        <lei>N/A</lei>
        <title>RCKT Mortgage Trust 2020-1</title>
        <cusip>749389AA0</cusip>
        <identifiers>
          <isin value="US749389AA01"/>
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        <balance>173215.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149092.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>TRITON WATER HOLDINGS IN</name>
        <lei>5493005IYCEL7QJFZZ63</lei>
        <title>Triton Water Holdings Inc</title>
        <cusip>89680EAA7</cusip>
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          <isin value="US89680EAA73"/>
          <other otherDesc="SEDOL" value="BLF8T86"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143393.46000000</valUSD>
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        <invCountry>US</invCountry>
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          <annualizedRt>6.25000000</annualizedRt>
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        <name>LUMMUS TECHNOLOGY HOLDINGS</name>
        <lei>549300K1Y0YC1YC1H809</lei>
        <title>LUMMUS TECHNOLOGY HOLDINGS V LLC</title>
        <cusip>45232UAF5</cusip>
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          <isin value="US45232UAF57"/>
          <other otherDesc="INTERNAL" value="BL4573889"/>
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        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>EPR PROPERTIES</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties</title>
        <cusip>26884UAC3</cusip>
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          <isin value="US26884UAC36"/>
          <other otherDesc="SEDOL" value="BDRYQ07"/>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>449522.96000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABU DHABI GOVT INT'L</name>
        <lei>213800FER4348CINTA77</lei>
        <title>Abu Dhabi Government International Bond</title>
        <cusip>29135LAT7</cusip>
        <identifiers>
          <isin value="US29135LAT70"/>
          <other otherDesc="SEDOL" value="BPGM6G2"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120785.65000000</valUSD>
        <pctVal>0.028689916533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>VISTAJET MALTA/VM HOLDS</name>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
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      <invstOrSec>
        <name>VIANT MEDICAL HOLDINGS</name>
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        <title>Viant Medical Holdings Inc</title>
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      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRU</name>
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          <maturityDt>2047-11-15</maturityDt>
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      <invstOrSec>
        <name>BAUSCH + LOMB CORP</name>
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        <invCountry>CA</invCountry>

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        <name>GREENSAIF PIPELINES BIDC</name>
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        <title>Greensaif Pipelines Bidco Sarl</title>
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        <invCountry>LU</invCountry>

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        <name>Evergy Inc</name>
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        <title>Evergy Inc</title>
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      <invstOrSec>
        <name>TSC SPV FUNDING, LLC</name>
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        <name>APPLIED SYSTEMS INC</name>
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        <name>APOLLO DEBT SOLUTIONS BD</name>
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        <title>Apollo Debt Solutions BDC</title>
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        <name>RADIOLOGY PARTNERS INC</name>
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        <name>Grupo Aeroportuario del Centro</name>
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        <title>Grupo Aeroportuario del Centro Norte SAB de CV</title>
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        <name>DENTSPLY SIRONA INC</name>
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        <name>US TREASURY N/B</name>
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        <name>UBS GROUP AG</name>
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        <title>UBS Group AG</title>
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        <name>ASHTEAD CAPITAL INC</name>
        <lei>213800J1134IW58IC398</lei>
        <title>Ashtead Capital Inc</title>
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        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp</title>
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      <invstOrSec>
        <name>MIDCAP FINANCIAL ISSR TR</name>
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          <maturityDt>2028-05-01</maturityDt>
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      <invstOrSec>
        <name>ABU DHABI GOVT INT'L</name>
        <lei>213800FER4348CINTA77</lei>
        <title>Abu Dhabi Government International Bond</title>
        <cusip>29135LAJ9</cusip>
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          <isin value="US29135LAJ98"/>
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        <curCd>USD</curCd>
        <valUSD>134700.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
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        <debtSec>
          <maturityDt>2050-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>GRAY TELEVISION INC</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Television Inc</title>
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          <isin value="US389376AZ77"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-12-01</maturityDt>
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      <invstOrSec>
        <name>Bankers Healthcare Group Secur</name>
        <lei>N/A</lei>
        <title>BHG Securitization Trust 2024-1CON</title>
        <cusip>08862HAA0</cusip>
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          <isin value="US08862HAA05"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2035-04-17</maturityDt>
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      <invstOrSec>
        <name>UPFIELD USA CORP</name>
        <lei>254900U4MHW4MZWGFU47</lei>
        <title>UPFIELD USA CORP</title>
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          <other otherDesc="INTERNAL" value="BL4701977"/>
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        <balance>168334.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167883.77000000</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>2028-01-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.55860000</annualizedRt>
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      <invstOrSec>
        <name>Flughafen Zurich AG</name>
        <lei>529900PFO97GCN5SYB55</lei>
        <title>Flughafen Zurich AG</title>
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          <isin value="CH0319416936"/>
          <ticker value="FHZN"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EKT6</cusip>
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          <isin value="US31418EKT63"/>
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        <balance>850408.07000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GRIFOLS SA</name>
        <lei>959800HSSNXWRKBK4N60</lei>
        <title>Grifols SA</title>
        <cusip>39843UAA0</cusip>
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          <isin value="US39843UAA07"/>
          <other otherDesc="SEDOL" value="BP4YZP2"/>
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        <balance>245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>232734.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MBK0</cusip>
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          <isin value="US00774MBK09"/>
          <other otherDesc="SEDOL" value="BS6VK80"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.95000000</annualizedRt>
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      <invstOrSec>
        <name>ONEOK Inc</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>HERTZ CORP/THE</name>
        <lei>549300PD0C69OJ0NLB27</lei>
        <title>Hertz Corp/The</title>
        <cusip>428040DA4</cusip>
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          <isin value="US428040DA42"/>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>368922.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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        <name>REPUBLIC OF ECUADOR</name>
        <lei>5299003Y2U5XK0A35H71</lei>
        <title>Ecuador Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2214238102"/>
          <other otherDesc="SEDOL" value="BMGR2B3"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241910.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EC</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>MINERVA LUXEMBOURG SA</name>
        <lei>222100NM3G3RCPGZ2Z17</lei>
        <title>Minerva Luxembourg SA</title>
        <cusip>603374AH2</cusip>
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          <isin value="US603374AH26"/>
          <other otherDesc="SEDOL" value="BP6KBZ0"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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        <name>CONCENTRA ESCROW ISSUER</name>
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        <title>Concentra Escrow Issuer Corp</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CHS/COMMUNITY HEALTH SYS</name>
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        <title>CHS/Community Health Systems Inc</title>
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          <other otherDesc="SEDOL" value="BMFGVX6"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>INTERNATIONAL PETROLEUM</name>
        <lei>54930025D80LU0SMR645</lei>
        <title>International Petroleum Corp</title>
        <cusip>000000000</cusip>
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          <other otherDesc="SEDOL" value="BNGFYJ6"/>
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        <balance>380000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BXG Receivables Note Trust</name>
        <lei>N/A</lei>
        <title>BXG Receivables Note Trust 2020-A</title>
        <cusip>05608TAB7</cusip>
        <identifiers>
          <isin value="US05608TAB70"/>
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        <balance>207149.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>194255.63000000</valUSD>
        <pctVal>0.046141059064</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>J&amp;J VENTURES GAMING LLC</name>
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      <invstOrSec>
        <name>KAZMUNAYGAS NATIONAL CO</name>
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      <invstOrSec>
        <name>Vinci SA</name>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>DP WORLD LTD UAE</name>
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        <title>DP World Ltd/United Arab Emirates</title>
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      <invstOrSec>
        <name>Westlake Automobile Receivable</name>
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        <title>Westlake Automobile Receivables Trust 2024-1</title>
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        <name>UNIVISION COMMUNICATIONS</name>
        <lei>549300YQDE2JSGTL8V47</lei>
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      <invstOrSec>
        <name>PETSMART INC/PETSMART FI</name>
        <lei>N/A</lei>
        <title>PetSmart Inc / PetSmart Finance Corp</title>
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          <isin value="US71677KAB44"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>MERITAGE HOMES CORP</name>
        <lei>52990044W9UMFJO2FB97</lei>
        <title>Meritage Homes Corp</title>
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      <invstOrSec>
        <name>Firstkey Homes Trust</name>
        <lei>N/A</lei>
        <title>FirstKey Homes 2021-SFR1 Trust</title>
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        <name>NATIONSTAR MTG HLD INC</name>
        <lei>N/A</lei>
        <title>Nationstar Mortgage Holdings Inc</title>
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        <name>HUNTER US BIDCO INC</name>
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        <title>Hunter US Bidco Inc</title>
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        <name>DELIVERY HERO FINCO LLC</name>
        <lei>529900KR9IO53KSCSQ67</lei>
        <title>DELIVERY HERO FINCO LLC</title>
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        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2022-7</title>
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        <name>PETCO HEALTH &amp; WELLNESS</name>
        <lei>2549007TYGV6RVSE9M61</lei>
        <title>Petco Health &amp; Wellness Co Inc</title>
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        <invCountry>US</invCountry>
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        <name>WR GRACE HOLDING LLC</name>
        <lei>549300WNOVFRGYOAEB12</lei>
        <title>WR Grace Holdings LLC</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-08-15</maturityDt>
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        <name>BARRACUDA NETWORKS INC</name>
        <lei>549300CXGRZWNMPU8080</lei>
        <title>Barracuda Networks Inc</title>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <name>Carvana Auto Receivables Trust</name>
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        <name>LAD Auto Receivables Trust</name>
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        <name>ENEL FINANCE INTL NV</name>
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        <name>Mariner Finance Issuance Trust</name>
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        <name>ARCLINE FM HOLDINGS LLC</name>
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        <name>Eversource Energy</name>
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        <name>NOBLE FINANCE II LLC</name>
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        <name>ROCKET SOFTWARE INC</name>
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        <name>INEOS QUATTRO FINANCE 2</name>
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        <name>CORONADO FINANCE PTY LTD</name>
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        <title>Coronado Finance Pty Ltd</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>IVORY COAST</name>
        <lei>254900ICW11T82O6H590</lei>
        <title>Ivory Coast Government International Bond</title>
        <cusip>221625AU0</cusip>
        <identifiers>
          <isin value="US221625AU01"/>
          <other otherDesc="SEDOL" value="BN7D7B2"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34868.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aqua Finance Trust</name>
        <lei>N/A</lei>
        <title>Aqua Finance Trust 2019-A</title>
        <cusip>038370AC6</cusip>
        <identifiers>
          <isin value="US038370AC65"/>
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        <balance>440830.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>417115.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS CORP</name>
        <lei>N/A</lei>
        <title>DISH DBS Corp</title>
        <cusip>25470XAY1</cusip>
        <identifiers>
          <isin value="US25470XAY13"/>
          <other otherDesc="SEDOL" value="BYVR0K7"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137932.38000000</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>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INEOS US FINANCE LLC</name>
        <lei>5493008MHJ4R367SNK31</lei>
        <title>INEOS US FINANCE LLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XAG4768PAN15"/>
          <other otherDesc="INTERNAL" value="BL4673192"/>
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        <balance>160785.54700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160383.58000000</valUSD>
        <pctVal>0.038095514852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.56020000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FLEX INTERMEDIATE HOLDCO</name>
        <lei>549300290TQIGM30A243</lei>
        <title>Flex Intermediate Holdco LLC</title>
        <cusip>33939HAA7</cusip>
        <identifiers>
          <isin value="US33939HAA77"/>
          <other otherDesc="SEDOL" value="BLF97B8"/>
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        <balance>467000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401949.22000000</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>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACM Auto Trust</name>
        <lei>N/A</lei>
        <title>ACM Auto Trust 2023-2</title>
        <cusip>00161AAA0</cusip>
        <identifiers>
          <isin value="US00161AAA07"/>
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        <balance>138275.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138983.08000000</valUSD>
        <pctVal>0.033012307047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW ENTERPRISE STONE &amp; L</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>New Enterprise Stone &amp; Lime Co Inc</title>
        <cusip>644274AG7</cusip>
        <identifiers>
          <isin value="US644274AG71"/>
          <other otherDesc="SEDOL" value="BMHW7H8"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234637.72000000</valUSD>
        <pctVal>0.055732916968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FNDG LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding Ltd</title>
        <cusip>05401AAG6</cusip>
        <identifiers>
          <isin value="US05401AAG67"/>
          <other otherDesc="SEDOL" value="BJV0CQ1"/>
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        <balance>243000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239627.16000000</valUSD>
        <pctVal>0.056918046303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DWH30</cusip>
        <identifiers>
          <isin value="US3132DWH303"/>
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        <balance>511068.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520465.41000000</valUSD>
        <pctVal>0.123624860829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIR 2023-1 A PTT</name>
        <lei>N/A</lei>
        <title>United Airlines 2023-1 Class A Pass Through Trust</title>
        <cusip>90932LAJ6</cusip>
        <identifiers>
          <isin value="US90932LAJ61"/>
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        <balance>289386.47350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299058.03000000</valUSD>
        <pctVal>0.071034513779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LAD Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>LAD Auto Receivables Trust 2023-2</title>
        <cusip>505713AF4</cusip>
        <identifiers>
          <isin value="US505713AF41"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456243.75000000</valUSD>
        <pctVal>0.108370448860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CROWNROCK LP/CROWNROCK F</name>
        <lei>N/A</lei>
        <title>CrownRock LP / CrownRock Finance Inc</title>
        <cusip>228701AG3</cusip>
        <identifiers>
          <isin value="US228701AG35"/>
          <other otherDesc="SEDOL" value="BMDLB33"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172344.47000000</valUSD>
        <pctVal>0.040936555454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Emera Inc</name>
        <lei>NQZVQT2P5IUF2PGA1Q48</lei>
        <title>Emera Inc</title>
        <cusip>290876101</cusip>
        <identifiers>
          <isin value="CA2908761018"/>
          <ticker value="EMA"/>
          <other otherDesc="SEDOL" value="2650050"/>
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        <balance>171022.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.34765000"/>
        <valUSD>6440371.39000000</valUSD>
        <pctVal>1.529765478127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REGAL REXNORD CORP</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
        <title>Regal Rexnord Corp</title>
        <cusip>758750AP8</cusip>
        <identifiers>
          <isin value="US758750AP89"/>
          <other otherDesc="SEDOL" value="BNZHS02"/>
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        <balance>329000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>349140.75000000</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>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Endo Inc</name>
        <lei>N/A</lei>
        <title>Endo Inc</title>
        <cusip>29290D117</cusip>
        <identifiers>
          <isin value="US29290D1173"/>
          <ticker value="NDOI"/>
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        <balance>1929.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52083.00000000</valUSD>
        <pctVal>0.012371146098</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deephaven Residential Mortgage</name>
        <lei>N/A</lei>
        <title>Deephaven Residential Mortgage Trust 2022-1</title>
        <cusip>24382JAA4</cusip>
        <identifiers>
          <isin value="US24382JAA43"/>
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        <balance>253689.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227174.98000000</valUSD>
        <pctVal>0.053960310804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.20500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HERBALIFE/HLF FINANCING</name>
        <lei>N/A</lei>
        <title>Herbalife Nutrition Ltd / HLF Financing Inc</title>
        <cusip>42704MAA0</cusip>
        <identifiers>
          <isin value="US42704MAA09"/>
          <other otherDesc="SEDOL" value="BLB0CL0"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228980.09000000</valUSD>
        <pctVal>0.054389074115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QCG5</cusip>
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        <curCd>USD</curCd>
        <valUSD>375082.50000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>REPUBLIC OF GHANA</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>Ghana Government International Bond</title>
        <cusip>37443GAB7</cusip>
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          <isin value="US37443GAB77"/>
          <other otherDesc="SEDOL" value="BJ2CHH2"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2032-03-26</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELESAT CANADA/TELESAT L</name>
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        <title>Telesat Canada / Telesat LLC</title>
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          <isin value="US87952VAM81"/>
          <other otherDesc="SEDOL" value="BKDN9P3"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85725.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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          <maturityDt>2027-10-15</maturityDt>
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          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>ICAHN ENTERPRISES/FIN</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises LP / Icahn Enterprises Finance Corp</title>
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          <isin value="US451102BZ91"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38655.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-15</maturityDt>
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          <annualizedRt>5.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>National Grid PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>National Grid PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BDR05C01"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COSTAR GROUP INC</name>
        <lei>N/A</lei>
        <title>CoStar Group Inc</title>
        <cusip>22160NAA7</cusip>
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          <isin value="US22160NAA72"/>
          <other otherDesc="SEDOL" value="BMBQ141"/>
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        <balance>363000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>319188.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FREEPORT LNG INVESTMENTS</name>
        <lei>549300LR5YVRZH4YPQ33</lei>
        <title>Freeport LNG Investments LLLP</title>
        <cusip>35670CAB4</cusip>
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          <isin value="US35670CAB46"/>
          <other otherDesc="INTERNAL" value="BL3769538"/>
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        <balance>173474.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>172195.90000000</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>2028-12-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.84740000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BLACKSTONE PRIVATE CRE</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>Blackstone Private Credit Fund</title>
        <cusip>09261HAD9</cusip>
        <identifiers>
          <isin value="US09261HAD98"/>
          <other otherDesc="SEDOL" value="BNHTBG3"/>
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        <balance>256000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>240242.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KINGDOM OF MOROCCO</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>Morocco Government International Bond</title>
        <cusip>617726AL8</cusip>
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          <isin value="US617726AL82"/>
          <other otherDesc="SEDOL" value="BN459V5"/>
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        <balance>165000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>139286.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp</title>
        <cusip>857477CH4</cusip>
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          <isin value="US857477CH48"/>
          <other otherDesc="SEDOL" value="BNRPV50"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>204766.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.70000000</annualizedRt>
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      <invstOrSec>
        <name>DISH DBS CORP</name>
        <lei>N/A</lei>
        <title>DISH DBS Corp</title>
        <cusip>25470XAW5</cusip>
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          <isin value="US25470XAW56"/>
          <other otherDesc="SEDOL" value="BVRZ8M2"/>
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        <balance>260000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>FAT Brands Royalty I, LLC</name>
        <lei>N/A</lei>
        <title>FAT Brands Royalty LLC</title>
        <cusip>31189TAF1</cusip>
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        <balance>578200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>475933.77000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2051-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>AMENTUM GOVERNMENT SERVI</name>
        <lei>5493008CT6B5L54YSE94</lei>
        <title>Amentum Government Services Holdings LLC</title>
        <cusip>57776DAE3</cusip>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-02-15</maturityDt>
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        <name>Trafigura Securitisation Finan</name>
        <lei>549300CH6S10UEZXWN56</lei>
        <title>Trafigura Securitisation Finance PLC</title>
        <cusip>892725AX0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.98000000</annualizedRt>
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        <name>SPRINT CAPITAL CORP</name>
        <lei>549300L17W0GQBR1PO80</lei>
        <title>Sprint Capital Corp</title>
        <cusip>852060AT9</cusip>
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          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Dext ABS</name>
        <lei>N/A</lei>
        <title>Dext ABS 2023-2 LLC</title>
        <cusip>25216CAC4</cusip>
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        <balance>405000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2034-05-15</maturityDt>
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        <name>CT TRUST</name>
        <lei>213800MJB7WO427HQD34</lei>
        <title>CT Trust</title>
        <cusip>12659BAA2</cusip>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>98587.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2032-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PRUDENTIAL FINANCIAL INC</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
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        <name>REPUBLIC OF PANAMA</name>
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      <invstOrSec>
        <name>PILGRIM'S PRIDE CORP</name>
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      <invstOrSec>
        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
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          <isin value="US316773DF47"/>
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          <maturityDt>2033-04-25</maturityDt>
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      <invstOrSec>
        <name>Mercury Financial Credit Card</name>
        <lei>N/A</lei>
        <title>Mercury Financial Credit Card Master Trust</title>
        <cusip>58940BAR7</cusip>
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          <isin value="US58940BAR78"/>
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        <balance>555000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>E.ON SE</name>
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        <title>E.ON SE</title>
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          <isin value="DE000ENAG999"/>
          <ticker value="EOAN"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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      <invstOrSec>
        <name>MSCI INC</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI Inc</title>
        <cusip>55354GAK6</cusip>
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          <isin value="US55354GAK67"/>
          <other otherDesc="SEDOL" value="BL1LX87"/>
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        <balance>256000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <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 2016-3</title>
        <cusip>64829HAM9</cusip>
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          <isin value="US64829HAM97"/>
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        <balance>164036.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154924.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>OneMain Direct Auto Receivable</name>
        <lei>N/A</lei>
        <title>OneMain Direct Auto Receivables Trust 2022-1</title>
        <cusip>68269DAD6</cusip>
        <identifiers>
          <isin value="US68269DAD66"/>
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        <balance>410000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>408188.95000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.31000000</annualizedRt>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPCD3</cusip>
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          <isin value="US1248EPCD32"/>
          <other otherDesc="SEDOL" value="BK6WV51"/>
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        <balance>375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341823.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>HELIX ENERGY SOLUTIONS</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>Helix Energy Solutions Group Inc</title>
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          <other otherDesc="SEDOL" value="BR0V6T2"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>296286.10000000</valUSD>
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        <assetCat>DBT</assetCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FERRELLGAS LP/FERRELLGAS</name>
        <lei>N/A</lei>
        <title>Ferrellgas LP / Ferrellgas Finance Corp</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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      <invstOrSec>
        <name>ISLAMIC REP OF PAKISTAN</name>
        <lei>529900LOP29R5WKHOD86</lei>
        <title>Pakistan Government International Bond</title>
        <cusip>695847AT0</cusip>
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          <isin value="US695847AT01"/>
          <other otherDesc="SEDOL" value="BNDRMP7"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87587.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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      <invstOrSec>
        <name>Woodward Capital Management</name>
        <lei>N/A</lei>
        <title>RCKT Mortgage Trust 2024-CES1</title>
        <cusip>749424AA5</cusip>
        <identifiers>
          <isin value="US749424AA57"/>
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        <balance>273082.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>275818.61000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.02500000</annualizedRt>
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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>361841AS8</cusip>
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          <isin value="US361841AS80"/>
          <other otherDesc="SEDOL" value="BP0VMS9"/>
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        <balance>255000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>278135.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA</title>
        <cusip>02156LAF8</cusip>
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          <isin value="US02156LAF85"/>
          <other otherDesc="SEDOL" value="BM9V193"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>122095.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ICAHN ENTERPRISES/FIN</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises LP / Icahn Enterprises Finance Corp</title>
        <cusip>451102BT3</cusip>
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          <isin value="US451102BT32"/>
          <other otherDesc="SEDOL" value="BJ11SH7"/>
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        <balance>165000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164053.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Applebees/IHOP Funding LLC</name>
        <lei>N/A</lei>
        <title>Applebee's Funding LLC / IHOP Funding LLC</title>
        <cusip>03789XAF5</cusip>
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          <isin value="US03789XAF50"/>
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        <balance>242000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>REPUBLIC OF EL SALVADOR</name>
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        <name>RESONETICS LLC</name>
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        <name>DYNASTY ACQUISITION CO I</name>
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        <name>ILLUMINATE BUYER/HLDG</name>
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        <name>ALTICE FRANCE SA</name>
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        <name>Wells Fargo Mortgage Backed Se</name>
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        <name>Oportun Funding LLC</name>
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        <name>REPUBLIC OF TURKIYE</name>
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        <name>BLUE OWL FINANCE LLC</name>
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        <name>Edison International</name>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.09160000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
        <cusip>89117F8Z5</cusip>
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          <isin value="US89117F8Z56"/>
          <other otherDesc="SEDOL" value="BQ9C6P5"/>
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        <balance>239000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>254653.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2082-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STANDARD AERO LTD</name>
        <lei>549300WM2IKMXZ5LGL49</lei>
        <title>STANDARD AERO LTD</title>
        <cusip>26812CAL0</cusip>
        <identifiers>
          <isin value="US26812CAL00"/>
          <other otherDesc="INTERNAL" value="BL4606762"/>
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        <balance>62289.58250000</balance>
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        <curCd>USD</curCd>
        <valUSD>62487.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.77800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KAZMUNAYGAS NATIONAL CO</name>
        <lei>2138001H1M69RFJCSH88</lei>
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        <cusip>000000000</cusip>
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          <isin value="XS1807299331"/>
          <other otherDesc="SEDOL" value="BFM6YV9"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>196398.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>REPUBLIC OF PHILIPPINES</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>Philippine Government International Bond</title>
        <cusip>718286DC8</cusip>
        <identifiers>
          <isin value="US718286DC88"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134325.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TB4</cusip>
        <identifiers>
          <isin value="US912810TB44"/>
          <other otherDesc="SEDOL" value="BMCNFZ0"/>
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        <balance>2470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1515576.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TITAN ACQUISITION LTD</name>
        <lei>N/A</lei>
        <title>TITAN ACQUISITION LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XAC8856UAE82"/>
          <other otherDesc="INTERNAL" value="BL4573905"/>
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        <balance>144867.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143881.17000000</valUSD>
        <pctVal>0.034175738243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.27770000</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>INSIGHT ENTERPRS</name>
        <lei>529900S8991TYW6YP792</lei>
        <title>Insight Enterprises Inc</title>
        <cusip>45765UAC7</cusip>
        <identifiers>
          <isin value="US45765UAC71"/>
          <other otherDesc="SEDOL" value="BPZRNW3"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25877.73000000</valUSD>
        <pctVal>0.006146673166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMSR Trust</name>
        <lei>N/A</lei>
        <title>AMSR 2021-SFR2 Trust</title>
        <cusip>00179VAC0</cusip>
        <identifiers>
          <isin value="US00179VAC00"/>
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        <balance>245000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230120.22000000</valUSD>
        <pctVal>0.054659886372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87700000</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>BAYPORT POLYMERS LLC</name>
        <lei>N/A</lei>
        <title>Bayport Polymers LLC</title>
        <cusip>073096AC3</cusip>
        <identifiers>
          <isin value="US073096AC32"/>
          <other otherDesc="SEDOL" value="BPBQGZ8"/>
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        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379847.16000000</valUSD>
        <pctVal>0.090224155898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.14000000</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>METLIFE INC</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife Inc</title>
        <cusip>59156RCA4</cusip>
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          <isin value="US59156RCA41"/>
          <other otherDesc="SEDOL" value="BN785M4"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>332610.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RWE AG</name>
        <lei>529900GB7KCA94ACC940</lei>
        <title>RWE AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE0007037129"/>
          <ticker value="RWE"/>
          <other otherDesc="SEDOL" value="4768962"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90464990"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aeroports de Paris SA</name>
        <lei>969500PJMBSFHYC37989</lei>
        <title>Aeroports de Paris SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0010340141"/>
          <ticker value="ADP"/>
          <other otherDesc="SEDOL" value="B164FY1"/>
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        <balance>54897.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90464990"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>KINGDOM OF BAHRAIN</name>
        <lei>549300RODM1WN85LFQ95</lei>
        <title>Bahrain Government International Bond</title>
        <cusip>05675M2J2</cusip>
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          <isin value="US05675M2J23"/>
          <other otherDesc="SEDOL" value="BMFV6M5"/>
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        <balance>205000.00000000</balance>
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        <invCountry>BH</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TV0</cusip>
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          <isin value="US912810TV08"/>
          <other otherDesc="SEDOL" value="BRBS4M1"/>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>664518.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>REPUBLIC OF SRI LANKA</name>
        <lei>254900HXCCIOHM74FA02</lei>
        <title>Sri Lanka Government International Bond</title>
        <cusip>85227SAT3</cusip>
        <identifiers>
          <isin value="US85227SAT33"/>
          <other otherDesc="SEDOL" value="BDVJRP0"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91383.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.20000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MFRA Trust</name>
        <lei>N/A</lei>
        <title>MFA 2022-INV2 Trust</title>
        <cusip>55285UAA1</cusip>
        <identifiers>
          <isin value="US55285UAA16"/>
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        <balance>624604.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>620183.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CODELCO INC</name>
        <lei>549300UVMBCBCIPSUI70</lei>
        <title>Corp Nacional del Cobre de Chile</title>
        <cusip>21987BBG2</cusip>
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          <isin value="US21987BBG23"/>
          <other otherDesc="SEDOL" value="BNSP665"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>207500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
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      <invstOrSec>
        <name>LAD Auto Receivables Trust</name>
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        <name>GENESIS ENERGY LP/FIN</name>
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        <name>BX Trust 2019-OC11</name>
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        <name>KUEHG CORP</name>
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        <name>TMF SAPPHIRE BIDCO BV</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>POST HOLDINGS INC</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings Inc</title>
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        <name>CENTRAL PARENT INC</name>
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        <name>ECL ENTERTAINMENT LLC</name>
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        <name>DOMINICAN REPUBLIC</name>
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        <title>Dominican Republic International Bond</title>
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        <name>AAL DELAWARE HOLDCO INC</name>
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        <name>COTIVITI INC</name>
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        <name>COSTA RICA GOVERNMENT</name>
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        <title>Costa Rica Government International Bond</title>
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        <invCountry>CR</invCountry>
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        <name>GLOVES BUYER INC</name>
        <lei>54930015O0Y94T5H8Z18</lei>
        <title>Gloves Buyer Inc</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
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      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
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        <balance>200000.00000000</balance>
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        <invCountry>FR</invCountry>
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          <maturityDt>2035-01-19</maturityDt>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
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        <title>Citigroup Mortgage Loan Trust Inc</title>
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        <name>PETROLEOS MEXICANOS</name>
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        <title>Petroleos Mexicanos</title>
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        <invCountry>MX</invCountry>
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      <invstOrSec>
        <name>VENTURE GLOBAL LNG INC</name>
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        <title>Venture Global LNG Inc</title>
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        <name>ALBION FINANCING 3 SARL</name>
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        <title>ALBION FINANCING 3 SARL</title>
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        <invCountry>LU</invCountry>
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      <invstOrSec>
        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>03846JW71</cusip>
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          <other otherDesc="SEDOL" value="BHL9394"/>
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        <invCountry>EG</invCountry>
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          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Crown Castle Inc</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle Inc</title>
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        <name>EQM MIDSTREAM PARTNERS L</name>
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        <title>EQM Midstream Partners LP</title>
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        <name>MERLIN ENTERTAINMENTS GR</name>
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        <title>Merlin Entertainments Group US Holdings Inc</title>
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        <name>ION TRADING FINANCE LTD</name>
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        <name>ALLSTATE CORP</name>
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        <name>Redeia Corp SA</name>
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        <title>Redeia Corp SA</title>
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        <name>HIN Timeshare Trust 2020-A</name>
        <lei>N/A</lei>
        <title>HIN Timeshare Trust 2020-A</title>
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        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2021-SFR3</title>
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      <invstOrSec>
        <name>ADANI PORTS AND SPECIAL</name>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
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          <maturityDt>2047-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Koninklijke Vopak NV</name>
        <lei>724500UL634GFV1KYF10</lei>
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          <isin value="NL0009432491"/>
          <ticker value="VPK"/>
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      <invstOrSec>
        <name>REPUBLIC OF TURKIYE</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>Turkiye Government International Bond</title>
        <cusip>900123DK3</cusip>
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          <isin value="US900123DK30"/>
          <other otherDesc="SEDOL" value="BSF1VY4"/>
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        <curCd>USD</curCd>
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        <invCountry>TR</invCountry>
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          <maturityDt>2034-05-15</maturityDt>
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        <name>BANC CREDITO INVERSIONES</name>
        <lei>549300E9E5Y3PKW24142</lei>
        <title>Banco de Credito e Inversiones SA</title>
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          <isin value="US05890MAC73"/>
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        <curCd>USD</curCd>
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        <invCountry>CL</invCountry>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>OMNIA PARTNERS LLC</name>
        <lei>254900ZD1P5CVG9GOS22</lei>
        <title>OMNIA PARTNERS LLC</title>
        <cusip>68218HAE7</cusip>
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        <balance>75000.00000000</balance>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SEMPRA INFRASTRUCTURE PA</name>
        <lei>549300L0B3MD11PUAA07</lei>
        <title>Sempra Infrastructure Partners LP</title>
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          <isin value="US81685VAA17"/>
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        <name>EXPORT-IMPORT BANK KOREA</name>
        <lei>549300APVP4R32PI3Y06</lei>
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        <name>Tricon Residential</name>
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        <name>Auckland International Airport</name>
        <lei>549300HFZIZDJWB7AK60</lei>
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        <name>PLAINS ALL AMER PIPELINE</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline LP / PAA Finance Corp</title>
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        <name>TC Energy Corp</name>
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        <name>LADDER CAP FIN LLLP/CORP</name>
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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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <name>FORTRESS TRANS &amp; INFRAST</name>
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        <title>Fortress Transportation and Infrastructure Investors LLC</title>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Atmos Energy Corp</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>Atmos Energy Corp</title>
        <cusip>049560105</cusip>
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          <isin value="US0495601058"/>
          <ticker value="ATO"/>
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        <balance>60674.00000000</balance>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>Transocean Inc</title>
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        <invCountry>KY</invCountry>

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      </invstOrSec>
      <invstOrSec>
        <name>TRIVIUM PACKAGING FIN</name>
        <lei>724500GMZWW3PVYET548</lei>
        <title>Trivium Packaging Finance BV</title>
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          <isin value="US89686QAB23"/>
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        <invCountry>NL</invCountry>
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          <maturityDt>2027-08-15</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF KENYA</name>
        <lei>549300VVURQQYU45PR87</lei>
        <title>Republic of Kenya Government International Bond</title>
        <cusip>491798AK0</cusip>
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          <isin value="US491798AK03"/>
          <other otherDesc="SEDOL" value="BK5XMZ2"/>
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        <balance>95000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84401.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UPSTREAM NEWCO INC</name>
        <lei>549300Q4K2W4R1EBTH48</lei>
        <title>Upstream Newco Inc</title>
        <cusip>91678HAF9</cusip>
        <identifiers>
          <isin value="US91678HAF91"/>
          <other otherDesc="INTERNAL" value="BL3679885"/>
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        <balance>226737.46570000</balance>
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        <curCd>USD</curCd>
        <valUSD>204843.70000000</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>2026-11-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLS Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>GLS Auto Receivables Issuer Trust 2024-2</title>
        <cusip>37964VAE7</cusip>
        <identifiers>
          <isin value="US37964VAE74"/>
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        <balance>360000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF PANAMA</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>Panama Government International Bond</title>
        <cusip>698299BF0</cusip>
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          <isin value="US698299BF03"/>
          <other otherDesc="SEDOL" value="BYSXF47"/>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127575.00000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
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        <debtSec>
          <maturityDt>2028-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GACI FIRST INVESTMENT</name>
        <lei>558600TU1PWGNLZ3XM88</lei>
        <title>Gaci First Investment Co</title>
        <cusip>000000000</cusip>
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          <isin value="XS2585988061"/>
          <other otherDesc="SEDOL" value="BMXD0G5"/>
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        <balance>245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241860.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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      <invstOrSec>
        <name>SM ENERGY CO</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM Energy Co</title>
        <cusip>78454LAX8</cusip>
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          <isin value="US78454LAX82"/>
          <other otherDesc="SEDOL" value="BRT6LY8"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35546.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>REPUBLIC OF CHILE</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>Chile Government International Bond</title>
        <cusip>168863EA2</cusip>
        <identifiers>
          <isin value="US168863EA21"/>
          <other otherDesc="SEDOL" value="BMXTYZ0"/>
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        <balance>265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>262848.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.33000000</annualizedRt>
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      <invstOrSec>
        <name>Zaxby's Funding LLC</name>
        <lei>N/A</lei>
        <title>Zaxbys Funding LLC</title>
        <cusip>98920MAA0</cusip>
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          <isin value="US98920MAA09"/>
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        <balance>554840.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>505954.99000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.23800000</annualizedRt>
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        <name>ELLUCIAN HOLDINGS INC</name>
        <lei>549300RP8NIJ7FY7OS79</lei>
        <title>ELLUCIAN HOLDINGS INC</title>
        <cusip>83578BAQ6</cusip>
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        <invCountry>US</invCountry>
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        <name>CHARIOT BUYER LLC</name>
        <lei>25490092IFNOZBRVE539</lei>
        <title>CHARIOT BUYER LLC</title>
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          <other otherDesc="INTERNAL" value="BL4569051"/>
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        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XPTH2</cusip>
        <identifiers>
          <isin value="US3140XPTH23"/>
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        <balance>1422146.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1349174.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block Inc</title>
        <cusip>852234AR4</cusip>
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          <isin value="US852234AR43"/>
          <other otherDesc="SEDOL" value="BS561W7"/>
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        <balance>165000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Octane Receivables Trust</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust 2023-3</title>
        <cusip>67571CAD3</cusip>
        <identifiers>
          <isin value="US67571CAD39"/>
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        <balance>545000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>563355.06000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.74000000</annualizedRt>
          <isDefault>N</isDefault>
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        <name>NGL ENRGY OP/FIN CORP</name>
        <lei>N/A</lei>
        <title>NGL Energy Operating LLC / NGL Energy Finance Corp</title>
        <cusip>62922LAD0</cusip>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92621.43000000</valUSD>
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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>8.37500000</annualizedRt>
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      <invstOrSec>
        <name>GENERATION BRIDGE NORTHE</name>
        <lei>254900T9J93GNTVC6J73</lei>
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        <cusip>37147YAB7</cusip>
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          <isin value="US37147YAB74"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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          <isin value="US46647PBX33"/>
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        <curCd>USD</curCd>
        <valUSD>396952.38000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
        <cusip>29273VAN0</cusip>
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          <isin value="US29273VAN01"/>
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        <balance>350000.00000000</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>N/A</maturityDt>
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          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MYT Holding LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="INTERNAL" value="55406N103"/>
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        <balance>22362.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1118.10000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPCO</name>
        <lei>N/A</lei>
        <title>Columbia Pipelines Operating Co LLC</title>
        <cusip>19828TAB2</cusip>
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          <isin value="US19828TAB26"/>
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        <balance>260000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>274514.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.03600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALTICE FINANCING SA</name>
        <lei>549300DIYGW8HVDF7Q17</lei>
        <title>Altice Financing SA</title>
        <cusip>02154CAF0</cusip>
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          <isin value="US02154CAF05"/>
          <other otherDesc="SEDOL" value="BKP87R4"/>
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        <balance>515000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>413611.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIFM CA BUYER INC</name>
        <lei>5493004RP2P0NY84N260</lei>
        <title>BIFM CA BUYER INC</title>
        <cusip>000000000</cusip>
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          <isin value="XAG0757GAF90"/>
          <other otherDesc="INTERNAL" value="BL4578052"/>
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        <balance>84787.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85052.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.58350000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF GUATEMALA</name>
        <lei>529900QKDFFU9UWW5315</lei>
        <title>Guatemala Government Bond</title>
        <cusip>401494AW9</cusip>
        <identifiers>
          <isin value="US401494AW96"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57365.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GT</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.60000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>REPUBLIC OF VENEZUELA</name>
        <lei>529900XM8PJTJK5OJI77</lei>
        <title>Venezuela Government International Bond</title>
        <cusip>922646BL7</cusip>
        <identifiers>
          <isin value="US922646BL74"/>
          <other otherDesc="SEDOL" value="7748819"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37462.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.37500000</annualizedRt>
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      <invstOrSec>
        <name>KLOECKNER PENTAPLAST OF AME</name>
        <lei>5299004QDA11QZOG5N31</lei>
        <title>Kloeckner Pentaplast of America Inc</title>
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          <isin value="US49865NAT72"/>
          <other otherDesc="INTERNAL" value="BL3547512"/>
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        <curCd>USD</curCd>
        <valUSD>114496.42000000</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>2026-02-09</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>LBM ACQUISITION LLC</name>
        <lei>549300FAEB3VWZL4NI86</lei>
        <title>LBM Acquisition LLC</title>
        <cusip>05552BAA4</cusip>
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          <isin value="US05552BAA44"/>
          <other otherDesc="SEDOL" value="BMHLJ57"/>
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        <balance>415000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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        <name>NUVEEN LLC</name>
        <lei>N/A</lei>
        <title>Nuveen LLC</title>
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        <balance>245000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CIVITAS RESOURCES INC</name>
        <lei>IIVIHPH28S64K95M2381</lei>
        <title>Civitas Resources Inc</title>
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          <isin value="US17888HAB96"/>
          <other otherDesc="SEDOL" value="BRT75V6"/>
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        <name>REPUBLIC OF ARMENIA</name>
        <lei>5299000H77JSW90G7935</lei>
        <title>Republic of Armenia International Bond</title>
        <cusip>042207AD2</cusip>
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          <other otherDesc="SEDOL" value="BMFN4Q1"/>
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        <invCountry>AM</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>LSF11 A5 HOLDCO LLC</name>
        <lei>254900FPK7P5WNA66Y10</lei>
        <title>LSF11 A5 HOLDCO LLC</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>VIASAT INC</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>Viasat Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2029-03-05</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418EJ76</cusip>
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          <isin value="US31418EJ760"/>
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        <balance>801525.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>796041.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>BX Trust</name>
        <lei>N/A</lei>
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        <cusip>05609XAA9</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TBD0</cusip>
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          <isin value="US80413TBD00"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>SA</invCountry>
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      <invstOrSec>
        <name>CAPITAL FARM CREDIT ACA</name>
        <lei>254900S6K5I3OISPS518</lei>
        <title>Capital Farm Credit ACA</title>
        <cusip>14019TAA4</cusip>
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          <isin value="US14019TAA43"/>
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        <balance>310000.00000000</balance>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>CATALENT PHARMA SOLUTION</name>
        <lei>549300HALRZ339MSTH85</lei>
        <title>Catalent Pharma Solutions Inc</title>
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        <name>TRAVERSE MIDSTREAM PARTN</name>
        <lei>549300DHTM8B2X5QMJ22</lei>
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        <name>GRAY TELEVISION INC</name>
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        <title>Gray Television Inc</title>
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      <invstOrSec>
        <name>Targa Resources Corp</name>
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        <title>Targa Resources Corp</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>ELM Trust 2024</name>
        <lei>N/A</lei>
        <title>ELM Trust 2024-ELM</title>
        <cusip>26860XAU5</cusip>
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          <isin value="US26860XAU54"/>
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        <balance>317000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2039-06-10</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF TURKIYE</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>Turkiye Government International Bond</title>
        <cusip>900123DJ6</cusip>
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          <isin value="US900123DJ66"/>
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        <invCountry>TR</invCountry>
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        <name>Mill City Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>IVORY COAST</name>
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        <title>Ivory Coast Government International Bond</title>
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          <isin value="US221625AM84"/>
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        <name>HUNTINGTON BANCSHARES</name>
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        <title>Huntington Bancshares Inc/OH</title>
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      <invstOrSec>
        <name>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust 2021-1</title>
        <cusip>25273CAB6</cusip>
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          <isin value="US25273CAB63"/>
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          <maturityDt>2033-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>038461AM1</cusip>
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          <isin value="US038461AM14"/>
          <other otherDesc="SEDOL" value="BDG6ZJ6"/>
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          <maturityDt>2047-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Verus Securitization Trust</name>
        <lei>213800DTJD5UKJR53O34</lei>
        <title>Verus Securitization Trust 2023-8</title>
        <cusip>92540DAA3</cusip>
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        <balance>300824.41000000</balance>
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        <name>6297782 LLC</name>
        <lei>254900Z1WAY7QFQ7O850</lei>
        <title>6297782 LLC</title>
        <cusip>83007CAE2</cusip>
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          <other otherDesc="SEDOL" value="BSMNPL8"/>
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        <name>VICI PROPERTIES / NOTE</name>
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        <title>VICI Properties LP / VICI Note Co Inc</title>
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          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <name>Avis Budget Rental Car Funding</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>Avis Budget Rental Car Funding AESOP LLC</title>
        <cusip>05377REP5</cusip>
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        <name>Avant Credit Card Master Trust</name>
        <lei>N/A</lei>
        <title>Avant Credit Card Master Trust</title>
        <cusip>05351KAA7</cusip>
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          <isin value="US05351KAA79"/>
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        <name>NCR ATLEOS LLC</name>
        <lei>N/A</lei>
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        <name>Sequoia Mortgage Trust</name>
        <lei>549300EU86QZR1NB5U93</lei>
        <title>Sequoia Mortgage Trust 2013-8</title>
        <cusip>81745EAC3</cusip>
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          <isin value="US81745EAC30"/>
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        <balance>60754.47000000</balance>
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          <maturityDt>2043-06-25</maturityDt>
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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>64829LAQ1</cusip>
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          <isin value="US64829LAQ14"/>
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        <balance>857392.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>836302.78000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2056-11-25</maturityDt>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>UZBEKISTAN INTL BOND</name>
        <lei>213800L6VDKUM3TCM927</lei>
        <title>Republic of Uzbekistan International Bond</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Chase Mortgage Finance Corpora</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Corp</title>
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        <name>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
        <cusip>907818108</cusip>
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          <isin value="US9078181081"/>
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      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co</title>
        <cusip>57763RAC1</cusip>
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        <balance>250000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25000000</annualizedRt>
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      <invstOrSec>
        <name>PT PERTAMINA (PERSERO)</name>
        <lei>254900NDAKGNZ2IBBL45</lei>
        <title>Pertamina Persero PT</title>
        <cusip>69370PAL5</cusip>
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          <isin value="US69370PAL58"/>
          <other otherDesc="SEDOL" value="BN7CXW2"/>
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        <balance>580000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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      <invstOrSec>
        <name>COSTA RICA GOVERNMENT</name>
        <lei>549300S1EK2VN6XVJP58</lei>
        <title>Costa Rica Government International Bond</title>
        <cusip>221597CR6</cusip>
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          <isin value="US221597CR65"/>
          <other otherDesc="SEDOL" value="BNW12W7"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115878.40000000</valUSD>
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        <invCountry>CR</invCountry>
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          <maturityDt>2034-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.55000000</annualizedRt>
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      <invstOrSec>
        <name>Mission Lane Credit Card Maste</name>
        <lei>N/A</lei>
        <title>Mission Lane Credit Card Master Trust</title>
        <cusip>60510MAN8</cusip>
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          <isin value="US60510MAN83"/>
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        <balance>447000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>450972.35000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.23000000</annualizedRt>
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      <invstOrSec>
        <name>GRIFOLS WORLDWIDE OPERAT</name>
        <lei>N/A</lei>
        <title>Grifols Worldwide Operations USA Inc</title>
        <cusip>39843PAG8</cusip>
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          <isin value="US39843PAG81"/>
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        <issuerCat>CORP</issuerCat>
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        <name>GLOBAL ATLANTIC FIN CO</name>
        <lei>N/A</lei>
        <title>Global Atlantic Fin Co</title>
        <cusip>37959GAD9</cusip>
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          <annualizedRt>7.95000000</annualizedRt>
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      <invstOrSec>
        <name>Cheniere Energy Inc</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>Cheniere Energy Inc</title>
        <cusip>16411R208</cusip>
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          <isin value="US16411R2085"/>
          <ticker value="LNG"/>
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        <balance>76470.00000000</balance>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>MODIVCARE INC</name>
        <lei>549300EFZIFW7F7I0Q28</lei>
        <title>MODIVCARE INC</title>
        <cusip>60783LAC4</cusip>
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          <isin value="US60783LAC46"/>
          <other otherDesc="INTERNAL" value="BL4684637"/>
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        <balance>115000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>MH SUB I LLC</name>
        <lei>2549005VFKP807SR8N49</lei>
        <title>MH SUB I LLC</title>
        <cusip>45567YAN5</cusip>
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        <valUSD>128459.54000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-05-03</maturityDt>
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      <invstOrSec>
        <name>CenterPoint Energy Inc</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy Inc</title>
        <cusip>15189T107</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
          <ticker value="CNP"/>
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        <balance>256003.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6988881.90000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STATE OF QATAR</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>Qatar Government International Bond</title>
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        <name>BOXER PARENT CO INC</name>
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        <name>WEC Energy Group Inc</name>
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        <name>Auxilior Term Funding LLC</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>New Residential Mortgage Loan</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>CMS ENERGY CORP</name>
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        <name>Westgate Resorts</name>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
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      <invstOrSec>
        <name>Bankers Healthcare Group Secur</name>
        <lei>N/A</lei>
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          <isin value="US08862GAA22"/>
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      <invstOrSec>
        <name>Duke Energy Corp</name>
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        <title>Duke Energy Corp</title>
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      <invstOrSec>
        <name>United Auto Credit Securitizat</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Arivo Acceptance Auto Loan Rec</name>
        <lei>N/A</lei>
        <title>Arivo Acceptance Auto Loan Receivables Trust 2024-1</title>
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          <isin value="US039943AB13"/>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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      <invstOrSec>
        <name>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/The</title>
        <cusip>00130HCK9</cusip>
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          <isin value="US00130HCK95"/>
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        <curCd>USD</curCd>
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        <name>COGECO COMMUNICATIONS US</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <name>Transurban Group</name>
        <lei>549300ZR71SUQ4VUTM79</lei>
        <title>Transurban Group</title>
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          <isin value="AU000000TCL6"/>
          <ticker value="TCL"/>
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        <name>MELCO RESORTS FINANCE</name>
        <lei>5493000FQDBWKDBZEF60</lei>
        <title>Melco Resorts Finance Ltd</title>
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        <invCountry>KY</invCountry>

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        <name>CORNERSTONE BUILDING</name>
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        <title>Cornerstone Building Brands Inc</title>
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        <name>REPUBLIC OF ECUADOR</name>
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        <title>Ecuador Government International Bond</title>
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        <invCountry>EC</invCountry>
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        <name>REALPAGE INC</name>
        <lei>5493001RSFZX4122A604</lei>
        <title>RealPage Inc</title>
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        <name>REPUBLIC OF PHILIPPINES</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>Philippine Government International Bond</title>
        <cusip>718286CA3</cusip>
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        <name>FED REPUBLIC OF BRAZIL</name>
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        <title>Brazilian Government International Bond</title>
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          <other otherDesc="SEDOL" value="BN6QD25"/>
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        <name>ACRISURE LLC</name>
        <lei>549300R0Z1Q47XRTGO22</lei>
        <title>ACRISURE LLC</title>
        <cusip>00488PAT2</cusip>
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          <other otherDesc="INTERNAL" value="BL4684413"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <name>TASEKO MINES LTD</name>
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        <name>ALASKA AIRLINES 2020 TR</name>
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        <name>Republic Finance Issuance Trus</name>
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        <name>Verus Securitization Trust</name>
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        <name>Visio Trust</name>
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        <name>VIASAT INC</name>
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        <name>CONNECTWISE LLC</name>
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          <maturityDt>2028-09-29</maturityDt>
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        <name>DG INVESTMENT INTERMEDI</name>
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        <name>NATWEST GROUP PLC</name>
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        <invCountry>GB</invCountry>
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        <name>F&amp;G ANNUITIES &amp; LIFE INC</name>
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        <name>Jersey Mike's Funding, LLC</name>
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        <name>GGAM FINANCE LTD</name>
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        <invCountry>KY</invCountry>

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        <name>ENTAIN PLC</name>
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        <name>PACIFICORP</name>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
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        <name>STAR PARENT INC</name>
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        <title>STAR PARENT INC</title>
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        <name>AMENTUM ESCROW CORP</name>
        <lei>N/A</lei>
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        <name>LIGHTNING POWER LLC</name>
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        <name>PETRONAS CAPITAL LTD</name>
        <lei>549300G7YFX3540OYR85</lei>
        <title>Petronas Capital Ltd</title>
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        <name>Metlife Securitization Trust</name>
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        <name>New Residential Mortgage Loan</name>
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        <name>ASCEND LEARNING LLC</name>
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        <name>Sempra</name>
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        <name>BOEING CO</name>
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        <title>Boeing Co/The</title>
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        <name>LBM ACQUISITION LLC</name>
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        <name>FERRELLGAS LP/FERRELLGAS</name>
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        <name>NATIONAL RURAL UTIL COOP</name>
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      <invstOrSec>
        <name>DS PARENT INC</name>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US89172UAE82"/>
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          <maturityDt>2056-07-25</maturityDt>
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      <invstOrSec>
        <name>ELECTRICITE DE FRANCE SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>Electricite de France SA</title>
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        <curCd>USD</curCd>
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        <invCountry>FR</invCountry>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>549300NMFC2YLCA2NF13</lei>
        <title>COMM 2013-300P Mortgage Trust</title>
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          <isin value="US12625XAA54"/>
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        <curCd>USD</curCd>
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        <name>TRINIDAD &amp; TOBAGO</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>TT</invCountry>
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      <invstOrSec>
        <name>Mill City Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Mill City Mortgage Loan Trust 2017-3</title>
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          <isin value="US59980CAH60"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2061-01-25</maturityDt>
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        <name>CVR ENERGY INC</name>
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        <title>CVR Energy Inc</title>
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        <invCountry>US</invCountry>
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        <name>NEWELL BRANDS INC</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands Inc</title>
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        <name>LIFEPOINT HEALTH INC</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
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        <name>Carvana Auto Receivables Trust</name>
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        <name>WATERBRIDGE NDB OPERATIN</name>
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        <name>Reach Financial LLC</name>
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        <title>Reach Abs Trust 2024-1</title>
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        <name>COLUMBIA PIPELINES OPCO</name>
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        <name>VARSITY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>VARSITY BRANDS LLC</title>
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        <name>Dext ABS 2020-1, LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Tricon American Homes</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>1011778 BC / NEW RED FIN</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / New Red Finance Inc</title>
        <cusip>68245XAR0</cusip>
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          <isin value="US68245XAR08"/>
          <other otherDesc="SEDOL" value="BRZWYJ6"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-06-15</maturityDt>
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      <invstOrSec>
        <name>HELIOS SOFT/ION CORP SOL</name>
        <lei>N/A</lei>
        <title>Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl</title>
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          <isin value="US42329HAB42"/>
          <other otherDesc="SEDOL" value="BSBK7L4"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2029-05-01</maturityDt>
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          <annualizedRt>8.75000000</annualizedRt>
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      <invstOrSec>
        <name>BUILDERS FIRSTSOURCE INC</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>Builders FirstSource Inc</title>
        <cusip>12008RAS6</cusip>
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          <isin value="US12008RAS67"/>
          <other otherDesc="SEDOL" value="BMF9C65"/>
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        <balance>245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>251530.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2034-03-01</maturityDt>
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          <annualizedRt>6.37500000</annualizedRt>
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      <invstOrSec>
        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI Properties LP</title>
        <cusip>925650AD5</cusip>
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          <isin value="US925650AD55"/>
          <other otherDesc="SEDOL" value="BPWCPY7"/>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133447.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2032-05-15</maturityDt>
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          <annualizedRt>5.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BAR1</cusip>
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          <isin value="US91087BAR15"/>
          <other otherDesc="SEDOL" value="BNSQ550"/>
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        <balance>530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>446525.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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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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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Visio Trust</name>
        <lei>N/A</lei>
        <title>Visio 2020-1R Trust</title>
        <cusip>92837MAB3</cusip>
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          <isin value="US92837MAB37"/>
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        <balance>46402.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42792.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.56700000</annualizedRt>
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      <invstOrSec>
        <name>NiSource Inc</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource Inc</title>
        <cusip>65473P105</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NEPTUNE BIDCO US INC</name>
        <lei>549300VG15T3VCYZ4531</lei>
        <title>Neptune Bidco US Inc</title>
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        <curCd>USD</curCd>
        <valUSD>130955.09000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-04-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DRAWBRIDGE SPEC OPPOR FU</name>
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        <title>Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin</title>
        <cusip>26150TAE9</cusip>
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          <isin value="US26150TAE91"/>
          <other otherDesc="SEDOL" value="BKVCZB0"/>
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        <balance>480000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>463116.85000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-02-15</maturityDt>
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          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>MetroNet Infrastructure Issuer</name>
        <lei>5493000BIROCAEATAQ61</lei>
        <title>MetroNet Infrastructure Issuer LLC</title>
        <cusip>59170JAG3</cusip>
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          <isin value="US59170JAG31"/>
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        <balance>360000.00000000</balance>
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          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc</title>
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          <other otherDesc="SEDOL" value="BS60QC3"/>
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        <balance>280000.00000000</balance>
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          <annualizedRt>7.00000000</annualizedRt>
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        <name>WESTERN MIDSTREAM OPERAT</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>Western Midstream Operating LP</title>
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          <other otherDesc="SEDOL" value="BKRMRB8"/>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <name>VISTRA OPERATIONS CO LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Co LLC</title>
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          <other otherDesc="SEDOL" value="BMDPV13"/>
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        <balance>165000.00000000</balance>
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      <invstOrSec>
        <name>MFRA Trust</name>
        <lei>N/A</lei>
        <title>MFA 2022-NQM2 Trust</title>
        <cusip>55285QAA0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2067-05-25</maturityDt>
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      <invstOrSec>
        <name>Metlife Securitization Trust</name>
        <lei>N/A</lei>
        <title>METLIFE SECURITIZATION TRUST</title>
        <cusip>59166BAB7</cusip>
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        <balance>240900.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2055-04-25</maturityDt>
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      <invstOrSec>
        <name>CENTURY DE BUYER LLC</name>
        <lei>254900PQRPPYRTQIDX74</lei>
        <title>CENTURY DE BUYER LLC</title>
        <cusip>15651FAB2</cusip>
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      <invstOrSec>
        <name>DEL MONTE FOODS CORP II</name>
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      <invstOrSec>
        <name>REPUBLIC OF SENEGAL</name>
        <lei>549300NP14ZLQGWIUZ97</lei>
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        <issuerCat>NUSS</issuerCat>
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        <name>Southern Co/The</name>
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        <name>FOUNDRY JV HOLDCO LLC</name>
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        <title>Foundry JV Holdco LLC</title>
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        <name>BANK OF AMERICA CORP</name>
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      <invstOrSec>
        <name>GAINWELL ACQUISITION COR</name>
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        <name>ASCENT RESOURCES/ARU FIN</name>
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        <name>SOUTH BOW CAN INFRA HOLD</name>
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        <title>South Bow Canadian Infrastructure Holdings Ltd</title>
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        <name>CIM Trust</name>
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        <name>REPUBLIC OF GABON</name>
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        <name>Hotwire Funding LLC</name>
        <lei>254900ZCO90MCT7Y9348</lei>
        <title>Hotwire Funding LLC</title>
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        <name>ONTARIO GAMING GTA LP</name>
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        <lei>5299003F3UFKGCCMAP43</lei>
        <title>Hungary Government International Bond</title>
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        <name>REPUBLIC OF INDONESIA</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
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        <name>EAGLE BROADBAND INVEST</name>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <name>PAR PHARMACEUTICAL INC</name>
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          <maturityDt>2027-04-01</maturityDt>
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        <name>TRUIST FINANCIAL CORP</name>
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        <invCountry>US</invCountry>
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          <maturityDt>N/A</maturityDt>
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        <name>CSC HOLDINGS LLC</name>
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        <assetCat>LON</assetCat>
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        <name>ROCKET SOFTWARE INC</name>
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        <name>BANCO MERCANTIL DE NORTE</name>
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        <name>BAT CAPITAL CORP</name>
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        <name>Exeter Automobile Receivables</name>
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        <name>KRONOS ACQUISITION HOLDI</name>
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        <invCountry>CA</invCountry>
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        <name>ASURION LLC</name>
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        <title>Asurion LLC</title>
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        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>LSB INDUSTRIES</name>
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          <maturityDt>2028-10-15</maturityDt>
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      <invstOrSec>
        <name>Palisades Mortgage Loan Trust</name>
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        <title>Palisades Mortgage Loan Trust 2021-RTL1</title>
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      <invstOrSec>
        <name>KRONOS ACQUISITION HOLDI</name>
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        <name>CCG Receivables Trust</name>
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        <title>CCG Receivables Trust 2023-1</title>
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      <invstOrSec>
        <name>Severn Trent PLC</name>
        <lei>213800RPBXRETY4A4C59</lei>
        <title>Severn Trent PLC</title>
        <cusip>000000000</cusip>
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          <ticker value="SVT"/>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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      <invstOrSec>
        <name>REPUBLIC OF SERBIA</name>
        <lei>254900W94OCY91V32O78</lei>
        <title>Serbia International Bond</title>
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          <isin value="US817477AH51"/>
          <other otherDesc="SEDOL" value="BPVGGK3"/>
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        <balance>369000.00000000</balance>
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        <name>US TREASURY N/B</name>
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      <invstOrSec>
        <name>PEGASUS BIDCO BV</name>
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        <name>INFINITE BIDCO LLC</name>
        <lei>549300GLV0VRADA9LI65</lei>
        <title>Infinite Bidco LLC</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF ANGOLA</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond</title>
        <cusip>035198AF7</cusip>
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          <isin value="US035198AF76"/>
          <other otherDesc="SEDOL" value="BMCNF72"/>
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        <invCountry>AO</invCountry>
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        <name>BOOZ ALLEN HAMILTON INC</name>
        <lei>549300D7XCH2480XU542</lei>
        <title>Booz Allen Hamilton Inc</title>
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        <name>SABRA HEALTH CARE LP</name>
        <lei>549300OVKLRFSIQG0H81</lei>
        <title>Sabra Health Care LP</title>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
        <cusip>000000000</cusip>
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        <name>KRAKEN OIL &amp; GAS PARTNER</name>
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        <name>SAUDI INTERNATIONAL BOND</name>
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        <name>Jack in the Box Funding, LLC</name>
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        <name>Ferrovial SE</name>
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        <name>NextEra Energy Inc</name>
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        <name>KINDER MORGAN ENER PART</name>
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        <name>ELECTRICITE DE FRANCE SA</name>
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        <name>KEYCORP</name>
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        <name>Verus Securitization Trust</name>
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        <name>REPUBLIC OF POLAND</name>
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        <title>Republic of Poland Government International Bond</title>
        <cusip>731011AV4</cusip>
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          <annualizedRt>4.87500000</annualizedRt>
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        <name>OFFICE PPTY INCOME TRST</name>
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        <title>Office Properties Income Trust</title>
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          <isin value="US67623CAJ80"/>
          <other otherDesc="SEDOL" value="BS84LK6"/>
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        <balance>220000.00000000</balance>
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        <name>AVIATION CAPITAL GROUP</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>Aviation Capital Group LLC</title>
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        <name>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29364G103</cusip>
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          <isin value="US29364G1031"/>
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        <assetCat>EC</assetCat>
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        <name>Pembina Pipeline Corp</name>
        <lei>5493002W3L9YICM6FU21</lei>
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        <assetCat>EC</assetCat>
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        <name>CHG HEALTHCARE SERVICES INC</name>
        <lei>54930016Y1HPAVB9PZ54</lei>
        <title>CHG Healthcare Services Inc</title>
        <cusip>12541HAT0</cusip>
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        <balance>153989.30000000</balance>
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          <maturityDt>2028-09-29</maturityDt>
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        <name>HA SUSTAINABLE INF CAP</name>
        <lei>254900ZZRL7MWL1X8E92</lei>
        <title>HA Sustainable Infrastructure Capital Inc</title>
        <cusip>41068XAE0</cusip>
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          <other otherDesc="SEDOL" value="BSMNWR3"/>
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        <name>FORTRESS TRANS &amp; INFRAST</name>
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    <signature>
      <ncom:dateSigned>2024-10-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Virtus Total Return Fund Inc.</ncom:nameOfApplicant>
      <ncom:signature>Amy Hackett</ncom:signature>
      <ncom:signerName>Amy Hackett</ncom:signerName>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>VIPX601VIRTUS083124.htm
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<DIV
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<DIV
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text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">4.375%, 8/15/26
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style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;363
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">3.375%, 5/15/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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: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;399
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">4.125%, 8/15/34
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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: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;583
</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%;">4.625%, 5/15/54<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;2,665
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:5.5pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;2,848
</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 U.S. Government Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $9,156)</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;9,440
</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;3.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Abu Dhabi Government International Bond
</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>
5.000%, 4/30/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;121
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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>
3.875%, 4/16/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;135
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Arab Republic of Egypt
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width: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>
7.500%, 1/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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: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;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: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>
7.600%, 3/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;174
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;164
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
8.500%, 1/31/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;262
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;203
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Benin Government International Bond 144A<BR>
7.960%, 2/13/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;37
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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;&#8199;85
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;12
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Costa Rica Government
</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>
6.550%, 4/3/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;116
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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>
7.300%, 11/13/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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: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;97
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Dominican Republic 144A<BR>
4.875%, 9/23/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;414
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Federal Republic of Ethiopia 144A<BR>
6.625%, 12/11/24<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;170
</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;131
</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:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Foreign Government Securities&#8212;<FONT
style="text-transform:none;">continued</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Federative Republic of Brazil
</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%, 3/18/31
</TD><TD
style="color:#000000;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;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;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;46
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%, 10/20/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;220
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">7.125%, 5/13/54
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;184
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Finance Department Government of Sharjah 144A<BR>
4.000%, 7/28/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;320
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Hungary Government International Bond 144A<BR>
6.250%, 9/22/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;375
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Islamic Republic of Pakistan 144A<BR>
7.375%, 4/8/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Kingdom of Bahrain 144A<BR>
5.625%, 5/18/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Kingdom of Jordan 144A<BR>
5.850%, 7/7/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;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: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;">(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;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;139
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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;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;190
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Oman Government International Bond 144A<BR>
6.750%, 1/17/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Angola 144A<BR>
8.750%, 4/14/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Republic of Argentina<BR>
0.750%, 7/9/30<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;912
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;518
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Armenia 144A<BR>
3.600%, 2/2/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;118
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Chile<BR>
5.330%, 1/5/54
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">Republic of Colombia<BR>
8.000%, 11/14/35
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">Republic of Ecuador
</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>
6.900%, 7/31/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">RegS<BR>
6.900%, 7/31/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;&#8199;82
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 El Salvador 144A<BR>
7.650%, 6/15/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;129
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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 Gabon 144A<BR>
6.950%, 6/16/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;45
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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></TABLE>
</DIV>
</DIV>
<DIV
style="clear:both;">
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:32pt;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, 2024</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 Ghana 144A<BR>
8.125%, 3/26/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;79
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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>
6.600%, 6/13/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;55
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Indonesia<BR>
2.850%, 2/14/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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 Ivory Coast
</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>
6.375%, 3/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;209
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
8.250%, 1/30/37<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;35
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;35
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Kenya 144A<BR>
8.000%, 5/22/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;84
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Nigeria 144A<BR>
7.375%, 9/28/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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: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%;">3.875%, 3/17/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;128
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">7.500%, 3/1/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;38
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;41
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">8.000%, 3/1/38
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;258
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Paraguay 144A<BR>
6.000%, 2/9/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Republic of Peru<BR>
5.875%, 8/8/54
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Philippines
</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%;">4.750%, 3/5/35
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;134
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">3.700%, 3/1/41
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;389
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;331
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Poland<BR>
4.875%, 10/4/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;389
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Senegal 144A<BR>
6.250%, 5/23/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Republic of Serbia 144A<BR>
6.500%, 9/26/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;369
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;385
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of South Africa<BR>
5.875%, 6/22/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">Republic of Sri Lanka 144A<BR>
6.200%, 5/11/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;175
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Republic of Turkiye
</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%;">7.625%, 4/26/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;193
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">9.125%, 7/13/30
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;737
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">7.625%, 5/15/34
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">6.625%, 2/17/45
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;129
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Romania Government International Bond 144A<BR>
7.125%, 1/17/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;363
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Saudi International Bond
</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<BR>
4.875%, 7/18/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;177
</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:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Foreign Government Securities&#8212;<FONT
style="text-transform:none;">continued</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A<BR>
4.500%, 10/26/46<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;745
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;656
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;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%;">Trinidad &amp; Tobago Government International Bond 144A<BR>
6.400%, 6/26/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;40
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;41
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Ukraine Government Bond
</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>
1.750%, 2/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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>
0.000%, 2/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;3
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;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:Normal;line-height:11pt;padding-bottom: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>
0.000%, 2/1/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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: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>
1.750%, 2/1/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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>
0.000%, 2/1/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;9
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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>
1.750%, 2/1/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;18
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;8
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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>
0.000%, 2/1/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;7
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;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: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>
1.750%, 2/1/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(5)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;2
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;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:Normal;line-height:11pt;padding-bottom: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>
1.750%, 2/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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: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>
0.000%, 2/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;8
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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>
0.000%, 2/1/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;28
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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>
1.750%, 2/1/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;18
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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>
0.000%, 2/1/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;24
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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>
1.750%, 2/1/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;49
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;21
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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>
0.000%, 2/1/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;20
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;8
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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>
1.750%, 2/1/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;7
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;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: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
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;447
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">6.338%, 5/4/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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: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%;">6.400%, 5/7/54
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<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: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;">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, 2024</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="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%;">Uzbekistan International Bond 144A<BR>
6.900%, 2/28/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)</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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;145
</TD><TD
style="border-bottom:0.5pt solid #000000;line-height:0pt;padding-bottom:5.5pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:5.5pt;padding-left:2pt;padding-right:3pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;145
</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 $12,992)</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;12,939
</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;6.4%
</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">Agency&#8212;1.4%
</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%;">Federal Home Loan Mortgage Corporation
</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%;">Pool #SD8350<BR>
6.000%, 8/1/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;511
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Pool #SD8382<BR>
5.000%, 12/1/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-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;1,475
</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: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;1,464<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Federal National Mortgage Association
</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%;">Pool #FS4438<BR>
5.000%, 11/1/52
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;804
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;799<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Pool #FS7751<BR>
4.000%, 3/1/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-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;1,422
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;1,349<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Pool #MA4785<BR>
5.000%, 10/1/52
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;802
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;796<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Pool #MA4805<BR>
4.500%, 11/1/52
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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;850
</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;828<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:6.83pt;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;5,756
</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">Non-Agency&#8212;5.0%
</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%;">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;">(2)(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;182
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;173<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Homes 4 Rent Trust 2015-SFR2, C 144A<BR>
4.691%, 10/17/52<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;340
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;337<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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;">(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;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;230<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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;260
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;245<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Angel Oak Mortgage Trust 2023-1, A1 144A<BR>
4.750%, 9/26/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;382
</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;379<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">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%;">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;">(2)(6)</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;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;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;326
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;124
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;120
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Benchmark Mortgage Trust 2023-B38, A2<BR>
5.626%, 4/15/56
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;212
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">BPR Trust 2022-OANA, A (1 month Term SOFR + 1.898%, Cap N/A, Floor 1.898%) 144A<BR>
7.235%, 4/15/37<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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:8pt;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 Commercial Mortgage Trust 2024-XL5, A (1 month Term SOFR + 1.392%, Cap N/A, Floor 1.392%) 144A<BR>
6.729%, 3/15/41<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;336
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;335
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">BX 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-OC11, D 144A<BR>
4.075%, 12/9/41<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;825
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;751
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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-CLS, A 144A<BR>
5.760%, 10/13/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;663
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;665
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CENT Trust 2023-CITY, A (1 month Term SOFR + 2.620%, Cap N/A, Floor 2.620%) 144A<BR>
7.957%, 9/15/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;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%;">Chase Mortgage Finance 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%;">2016-SH1, M2 144A<BR>
3.750%, 4/25/45<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;279
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CIM Trust 2022-R2, A1 144A<BR>
3.750%, 12/25/61<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;374
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;354
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(2)(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;179
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;173
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">COMM Mortgage Trust 2013-300P, A1 144A<BR>
4.353%, 8/10/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;331
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:52pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">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, 2024</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%;">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: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;">(2)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width: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;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%;">2022-1, A 144A<BR>
4.744%, 6/17/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;384
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;383
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(2)(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;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;232
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Deephaven Residential Mortgage Trust 2022-1, A1 144A<BR>
2.205%, 1/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;254
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2019-2, A3 144A<BR>
3.046%, 11/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;&#8199;30
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">ELM Trust 2024-ELM, A10 144A<BR>
5.994%, 6/10/39<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;320
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">FirstKey Homes Trust 2021-SFR1, D 144A<BR>
2.189%, 8/17/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Galton Funding Mortgage Trust 2018-1, A23 144A<BR>
3.500%, 11/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;&#8199;14
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;13
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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>
2.716%, 10/25/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2017-3, 2A2 144A<BR>
2.500%, 8/25/47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;&#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;61
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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>
3.462%, 4/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;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: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;">(2)(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;&#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;34
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">MFA 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%;">2022-INV2, A1 144A<BR>
4.950%, 7/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-NQM2, A1 144A<BR>
4.000%, 5/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;181
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width: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%;">2017-3, B1 144A<BR>
3.250%, 1/25/61<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;413
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;362
</TD></TR>
<TR
style="page-break-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%;">2019-1, M2 144A<BR>
3.500%, 10/25/69<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;354
</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;321
</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%;">Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25, A4<BR>
3.372%, 10/15/48
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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%;">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;">(2)(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;&#8199;32
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;30
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;&#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;40
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;164
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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: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;">(2)(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;&#8199;18
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;17
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2016-4A, B1A 144A<BR>
4.500%, 11/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;857
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;836
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(2)(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;643
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;619
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;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%;">Palisades Mortgage Loan Trust 2021-RTL1, A1 144A<BR>
3.487%, 6/25/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;134
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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%;">Progress Residential Trust 2021-SFR3, D 144A<BR>
2.288%, 5/17/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;781
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;">(2)(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;173
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:8pt;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>
3.480%, 6/25/43<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;61
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
4.036%, 7/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;463
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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, A2 144A<BR>
3.500%, 10/25/56<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;278
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;274
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;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;375
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(2)(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;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;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: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;">(2)(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;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;317
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;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
</TD></TR>
<TR
style="page-break-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%;">2019-2, A2 144A<BR>
3.750%, 12/25/58<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;515
</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;472
</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;">4</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, 2024</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%;">2019-4, A2 144A<BR>
3.250%, 10/25/59<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(6)</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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;445
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;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: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;">(2)(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: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;392<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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;590
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;571<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2020-SFR2, D 144A<BR>
2.281%, 11/17/39<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;600<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;">(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;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;175<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">VCAT LLC 2021-NPL4, A1 144A<BR>
4.868%, 8/25/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;133<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">2022-4, A1 144A<BR>
4.474%, 4/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;339<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2022-6, A1 144A<BR>
4.910%, 6/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;226
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;229<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">2022-6, A3 144A<BR>
4.910%, 6/25/67<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;476
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;475<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(2)(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;489
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;488<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">2023-8, A1 144A<BR>
6.259%, 12/25/68<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;301
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;303<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Visio 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%;">2020-1R, A2 144A<BR>
1.567%, 11/25/55<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;46
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;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: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, A2 144A<BR>
5.850%, 8/25/57<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;238
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;237<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;649
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;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: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 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;">(2)(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;113
</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;98<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;21,160
</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 Mortgage-Backed Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $27,950)</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;26,916
</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:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Asset-Backed Securities&#8212;4.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right: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;1.3%
</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%;">ACM Auto Trust 2023-2A, A 144A<BR>
7.970%, 6/20/30<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-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;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;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;139
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Arivo Acceptance Auto Loan Receivables Trust 2024-1A, B 144A<BR>
6.870%, 6/17/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;462
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;470
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;&#8199;99
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;99
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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%;">2023-N4, C 144A<BR>
6.590%, 2/11/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;502
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">2024-N1, B 144A<BR>
5.630%, 5/10/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;538
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Acceptance Auto Loan Trust 2024-1A, A 144A<BR>
5.680%, 3/15/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;316
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;321
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2023-3A, D<BR>
6.680%, 4/16/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">GLS Auto Receivables Issuer Trust 2024-2A, C 144A<BR>
6.030%, 2/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;368
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">LAD 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%;">2023-1A, D 144A<BR>
7.300%, 6/17/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;550
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2023-2A, D 144A<BR>
6.300%, 2/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;456
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">2023-4A, C 144A<BR>
6.760%, 3/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;412
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">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;">(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;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;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%;">United Auto Credit Securitization Trust 2024-1, C 144A<BR>
7.060%, 10/10/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;405
</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;412
</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:45pt;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:54pt;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, 2024</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: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%;">Westlake Automobile Receivables Trust 2024-1A, B 144A<BR>
5.550%, 11/15/27<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;469
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;472
</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;5,725
</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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Reach ABS Trust 2024-1A, B 144A<BR>
6.290%, 2/18/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;508
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;">(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: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;38
</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;38
</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;546
</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">Credit Card&#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%;">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;">(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;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;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%;">Mercury Financial Credit Card Master Trust 2023-1A, A 144A<BR>
8.040%, 9/20/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;558
</TD></TR>
<TR
style="page-break-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%;">Mission Lane Credit Card Master Trust 2023-A, A 144A<BR>
7.230%, 7/17/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;447
</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;451
</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;1,592
</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">Equipment&#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%;">Auxilior Term Funding LLC 2023-1A, D 144A<BR>
7.270%, 12/16/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;302
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;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">Other&#8212;2.6%
</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%;">Applebee&#8217;s Funding LLC 2023-1A, A2 144A<BR>
7.824%, 3/5/53<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;242
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Aqua Finance Trust 2019-A, C 144A<BR>
4.010%, 7/16/40<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;441
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;417
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">BHG 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: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%;">2023-B, A 144A<BR>
6.920%, 12/17/36<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;242
</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;251
</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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2024-1CON, A 144A<BR>
5.810%, 4/17/35<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;350
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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%;">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;">(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;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;194
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;">(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;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;311
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CCG Receivables Trust 2023-1, A2 144A<BR>
5.820%, 9/16/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;344
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Dext ABS 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%;">2020-1, D 144A<BR>
7.210%, 2/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;399
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">2023-2, B 144A<BR>
6.410%, 5/15/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;405
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;415
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;">(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;103
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;99
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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>
5.750%, 4/25/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;578
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:8pt;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 2024-1A, A2 144A<BR>
7.253%, 3/20/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;459
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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%;">HIN Timeshare Trust 2020-A, C 144A<BR>
3.420%, 10/9/39<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;196
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;642
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;522
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Jersey Mike&#8217;s Funding LLC 2019-1A, A2 144A<BR>
4.433%, 2/15/50<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">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;">(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;&#8199;57
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-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%;">MetroNet Infrastructure Issuer LLC 2024-1A, A2 144A<BR>
6.230%, 4/20/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;360
</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;372
</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;">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, 2024</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%;">Momnt Technologies Trust 2023-1A, A 144A<BR>
6.920%, 3/20/45<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;299
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;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;">(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;469
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;442
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Octane Receivables Trust 2023-3A, C 144A<BR>
6.740%, 8/20/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;563
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Oportun Issuance Trust 2024-2, B 144A<BR>
5.830%, 2/9/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;426
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">PEAC Solutions Receivables LLC 2024-1A, B 144A<BR>
5.790%, 11/20/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2024-A, B 144A<BR>
6.430%, 8/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;517
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2024-CES1, A1A 144A<BR>
6.025%, 2/25/44<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(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;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;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%;">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;">(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;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: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:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Trafigura Securitisation Finance plc 2024-1A, A2 144A<BR>
5.980%, 11/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;365
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">TSC SPV Funding LLC 2024-1A, A2 144A<BR>
6.291%, 8/20/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;370
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;371
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Westgate Resorts LLC 2024-1A, A 144A<BR>
6.060%, 1/20/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;287
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;290
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Zaxby&#8217;s Funding LLC 2021-1A, A2 144A<BR>
3.238%, 7/30/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;555
</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;506
</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;10,963
</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 Asset-Backed Securities<BR>
<FONT
style="text-transform:none;">(Identified Cost $19,154)</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;19,128
</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="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:3pt;text-align:left;text-decoration:none;
text-transform:uppercase;vertical-align:bottom;width:100%;" colspan="4">Corporate Bonds and Notes&#8212;13.2%
</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;0.7%
</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;">(2)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width: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;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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Altice France S.A.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width: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 5.125%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;208<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 5.125%, 7/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;175
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;122<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;342<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CMG Media Corp. 144A<BR>
8.875%, 12/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;209<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">CSC 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%;">144A 7.500%, 4/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;187<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 11.750%, 1/31/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;221<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;99<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">DISH DBS 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%;">5.875%, 11/15/24
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;252<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">7.750%, 7/1/26
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;138<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Gray Television, Inc. 144A<BR>
7.000%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;338<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Level 3 Financing, Inc. 144A<BR>
3.625%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;209<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;209<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Sprint Capital Corp.<BR>
8.750%, 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;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;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: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%;">Telesat Canada 144A<BR>
6.500%, 10/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;270
</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;86<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;3,110
</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;0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Ashtead Capital, Inc. 144A<BR>
5.500%, 8/11/32<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;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;263<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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>
7.350%, 3/6/30<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;192
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;208<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Meritage Homes Corp. 144A<BR>
3.875%, 4/15/29<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: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;283
</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;268<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:59pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">7</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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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, 2024</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%;">Newell Brands, Inc.<BR>
6.625%, 9/15/29<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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;238
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;238<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Ontario Gaming GTA LP 144A<BR>
8.000%, 8/1/30<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;150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;155<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">PetSmart, Inc. 144A<BR>
7.750%, 2/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;133<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Prime Security Services Borrower LLC 144A<BR>
6.250%, 1/15/28<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;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;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: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)(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: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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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="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;1,858
</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;0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">BAT Capital Corp.<BR>
7.750%, 10/19/32<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;238
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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%;">Herbalife Nutrition Ltd. 144A<BR>
7.875%, 9/1/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;229<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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)(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;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;138<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Kronos Acquisition 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 8.250%, 6/30/31<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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;232<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 10.750%, 6/30/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Minerva Luxembourg S.A. 144A<BR>
8.875%, 9/13/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;156<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Pilgrim&#8217;s Pride Corp.<BR>
6.250%, 7/1/33<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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;243<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Post 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 6.250%, 2/15/32<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;150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;154<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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 6.375%, 3/1/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;160
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;161<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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. 144A<BR>
6.250%, 4/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;145
</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;143<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;2,003
</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;2.5%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Alliance Resource Operating Partners LP 144A<BR>
8.625%, 6/15/29<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: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;200<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">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%;">Archrock Partners LP 144A<BR>
6.625%, 9/1/32<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;45
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;46
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;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;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%;">BP Capital Markets plc<BR>
4.875% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(7)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;437
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Civitas Resources, Inc. 144A<BR>
8.750%, 7/1/31<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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;243
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Columbia Pipelines Operating Co. 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 6.036%, 11/15/33<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;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;274
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 6.714%, 8/15/63<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;&#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;56
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;526
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CrownRock LP 144A<BR>
5.000%, 5/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;172
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CVR Energy, Inc. 144A<BR>
8.500%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Ecopetrol S.A.<BR>
4.625%, 11/2/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">Encino Acquisition Partners Holdings LLC 144A<BR>
8.750%, 5/1/31<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;&#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;27
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;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;347
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">EQM Midstream Partners LP 144A<BR>
6.375%, 4/1/29<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;&#8199;85
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;87
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;467
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Genesis Energy LP<BR>
8.875%, 4/15/30<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;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;260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Greensaif Pipelines Bidco S.a.r.l. 144A<BR>
6.129%, 2/23/38<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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%;">Helix Energy Solutions Group, Inc. 144A<BR>
9.750%, 3/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;275
</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;296
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:64pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top: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;">8</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, 2024</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:8pt;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. 144A, RegS<BR>
7.250%, 2/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(2)(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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;380
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;377
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">KazMunayGas National Co. JSC
</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%, 4/24/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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 6.375%, 10/24/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;319
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">RegS 6.375%, 10/24/48<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;196
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;281
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Kraken Oil &amp; Gas Partners LLC 144A<BR>
7.625%, 8/15/29<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;&#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;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:8pt;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;">(2)(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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Noble Finance II LLC 144A<BR>
8.000%, 4/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;67
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;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;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:8pt;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;">(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;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;499
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;66
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;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
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;375
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%, 1/23/29
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;37
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">6.700%, 2/16/32
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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: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
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">Petronas Capital Ltd. 144A<BR>
3.500%, 4/21/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Plains All American Pipeline LP<BR>
5.700%, 9/15/34<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;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;256
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">QatarEnergy 144A<BR>
2.250%, 7/12/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;188
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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>
5.250%, 7/17/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">SM Energy Co.
</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%, 8/1/29<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;&#8199;35
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;36
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%, 8/1/32<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;&#8199;30
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;31
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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: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%;">Teine Energy Ltd. 144A<BR>
6.875%, 4/15/29<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: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;330
</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;329
</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%;">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;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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;305
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;291<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Transocean, 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 8.250%, 5/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;50
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;51<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 8.750%, 2/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;242
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;256<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 8.500%, 5/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;80
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;81<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Venture Global LNG, Inc. 144A<BR>
9.875%, 2/1/32<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;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
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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;
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style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
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text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Western Midstream Operating LP<BR>
5.250%, 2/1/50<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: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;285
</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;
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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;10,440
</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;4.6%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">6297782 LLC 144A<BR>
5.584%, 10/1/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Acrisure 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 8.250%, 2/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;134<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%, 8/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">AerCap Ireland Capital DAC<BR>
6.950%, 3/10/55<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;150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;155<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Allianz SE 144A<BR>
6.350%, 9/6/53<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;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;213<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 (3 month Term SOFR + 3.200%)<BR>
8.318%, 8/15/53<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;276<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Altice Financing S.A. 144A<BR>
5.000%, 1/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;414<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Express Co.<BR>
5.625%, 7/28/34<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;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;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%;">Apollo Debt Solutions BDC 144A<BR>
6.900%, 4/13/29<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;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;231<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;509
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;443<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Aston Martin Capital Holdings Ltd. 144A<BR>
10.000%, 3/31/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;327<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 de Credito del Peru S.A.
</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 3.125%, 7/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">RegS 3.125%, 7/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size: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;73
</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;71<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: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, 2024</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%;">Banco de Credito e Inversiones S.A. 144A<BR>
8.750% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(2)(7)</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;182
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(2)(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;150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;138
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Bank of America 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%;">5.015%, 7/22/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;137
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">5.288%, 4/25/34<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;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;144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">5.425%, 8/15/35<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;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;220
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;427
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Barclays plc<BR>
7.437%, 11/2/33<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;259
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">BBVA Bancomer S.A. 144A<BR>
5.125%, 1/18/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;256
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;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;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%;">Block, Inc. 144A<BR>
6.500%, 5/15/32<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;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;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:1pt;padding-left:8pt;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 Credit Income Corp.<BR>
4.700%, 2/8/27
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;216
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;211
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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)(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;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;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%;">BNSF Funding Trust I<BR>
6.613%, 12/15/55<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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">BPCE S.A. 144A<BR>
7.003%, 10/19/34<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;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;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%;">BroadStreet Partners, Inc. 144A<BR>
5.875%, 4/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Brookfield Finance, Inc.<BR>
6.350%, 1/5/34<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;221
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Capital One Financial Corp.<BR>
2.359%, 7/29/32<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;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;144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;334
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;291
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Citigroup, 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%;">6.270%, 11/17/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;194
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">6.174%, 5/25/34<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;202
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-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%;">Concentra Escrow Issuer Corp. 144A<BR>
6.875%, 7/15/32<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: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;35
</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;37
</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">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%;">Corebridge Financial, Inc.<BR>
6.875%, 12/15/52<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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;326
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;333
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;">(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;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;463
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Export-Import Bank Korea<BR>
5.125%, 1/11/33
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;243
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">F&amp;G Annuities &amp; Life, Inc.<BR>
6.500%, 6/4/29<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;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;168
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Fifth Third Bancorp<BR>
4.337%, 4/25/33<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;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Foundry JV Holdco LLC 144A<BR>
6.250%, 1/25/35<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;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;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%;">Gaci First Investment Co. RegS<BR>
4.875%, 2/14/35<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(4)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">GGAM Finance Ltd. 144A<BR>
6.875%, 4/15/29<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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;232
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Global Atlantic Fin Co.
</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 7.950%, 6/15/33<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;169
</TD><TD
style="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;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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 7.950%, 10/15/54<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(2)</SUP>
</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;&#8199;85
</TD><TD
style="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;&#8199;87
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;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
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text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">3.102%, 2/24/33<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;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;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: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:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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
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style="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;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%;">Grifols S.A. 144A<BR>
4.750%, 10/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;233
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">HA Sustainable Infrastructure Capital, Inc. 144A<BR>
6.375%, 7/1/34<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;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;278
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">HUB International Ltd. 144A<BR>
7.375%, 1/31/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;55
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Huntington Bancshares, Inc.<BR>
5.709%, 2/2/35<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;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;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%;">ION Trading Technologies S.a.r.l. 144A<BR>
9.500%, 5/30/29<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;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;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:8pt;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;&#8201;&#8199;&#8199;&#8199;&#8199;470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;397
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">KeyCorp<BR>
6.401%, 3/6/35<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;221
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;237
</TD></TR>
<TR
style="page-break-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%;">Ladder Capital Finance Holdings LLLP 144A<BR>
4.250%, 2/1/27<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: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;210
</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;204
</TD></TR></TABLE>
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<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">10</DIV>
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<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2024</DIV>
</DIV>
<DIV
style="margin-top:14pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:Normal;line-height:10pt;text-align:left;text-decoration:none;text-transform:none;">($ reported in thousands)</DIV>
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style="margin-top:5pt;">
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style="float:left;overflow:hidden;position:relative;width:49%;" type="Block">
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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%;">Liberty Mutual Group, Inc. 144A<BR>
4.125%, 12/15/51<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(2)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;320
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Melco Resorts Finance Ltd. 144A<BR>
7.625%, 4/17/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Merlin Entertainments Group U.S. Holdings, Inc. 144A<BR>
7.375%, 2/15/31<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;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;244
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">MetLife, Inc. Series G<BR>
3.850% <SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(7)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width: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;333
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;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;254
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Morgan Stanley
</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%;">6.342%, 10/18/33<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;182
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">5.948%, 1/19/38<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;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;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%;">MSCI, Inc. 144A<BR>
3.625%, 9/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;237
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">National Rural Utilities Cooperative Finance Corp. (3 month Term SOFR + 3.172%)<BR>
8.427%, 4/30/43<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;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;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%;">Nationstar Mortgage Holdings, Inc. 144A<BR>
5.750%, 11/15/31<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;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;350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">NatWest Group plc<BR>
6.475%, 6/1/34<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;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;230
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Red Finance, Inc. 144A<BR>
6.125%, 6/15/29<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;&#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;71
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Nippon Life Insurance Co. 144A<BR>
6.250%, 9/13/53<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;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;214
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Nuveen LLC 144A<BR>
5.850%, 4/15/34<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;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;256
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Finance Corp.<BR>
7.125%, 11/15/31
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;374
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Panther Escrow Issuer LLC 144A<BR>
7.125%, 6/1/31<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;&#8199;30
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;31
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">5.125%, 3/1/52
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">6.750%, 3/1/53
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;128
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Societe Generale S.A. 144A<BR>
6.066%, 1/19/35<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: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;200
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;207
</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">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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">State Street 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%;">6.123%, 11/21/34<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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;205
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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%;">Series I<BR>
6.700%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(7)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width: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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Synchrony Financial
</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%;">4.875%, 6/13/25<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;80
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;80<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">3.700%, 8/4/26<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;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;114<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;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;461<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Toronto-Dominion Bank (The)<BR>
8.125%, 10/31/82
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;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%;">UBS Group AG
</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 9.250%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(2)(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;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;40<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 4.988%, 8/5/33<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;289
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;287<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Wells Fargo &amp; Co.
</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%;">5.389%, 4/24/34<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;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;277<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Series BB<BR>
3.900%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)(7)</SUP>
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;457<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Wrangler Holdco Corp. 144A<BR>
6.625%, 4/1/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;120
</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;124<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;19,415
</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;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%;">Catalent Pharma Solutions, Inc. 144A<BR>
3.500%, 4/1/30<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;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;386<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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 5.250%, 5/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;54<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;">(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;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;243<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;388
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;353<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Endo Finance Holdings, Inc. 144A<BR>
8.500%, 4/15/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;20
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;21<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">HCA, Inc.<BR>
5.500%, 6/1/33<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;229
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;234<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">LifePoint Health, 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 9.875%, 8/15/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;334<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 10.000%, 6/1/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;110
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Medline Borrower 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 6.250%, 4/1/29<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;&#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;72<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 5.250%, 10/1/29<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;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;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: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%;">Par Pharmaceutical, Inc.<BR>
7.500%, 4/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;&#8199;&#8212;<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;">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, 2024</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%;">Prime Healthcare Services, Inc. 144A<BR>
9.375%, 9/1/29<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-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;378<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Smith &amp; Nephew plc<BR>
5.400%, 3/20/34<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;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;225<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Universal Health Services, Inc.<BR>
2.650%, 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: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;262
</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;224<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;2,844
</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;1.2%
</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%;">Adani Ports &amp; Special Economic Zone Ltd. 144A<BR>
4.375%, 7/3/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;347
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;324<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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%, 2/15/29<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;443
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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:8pt;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 Escrow Corp. 144A<BR>
7.250%, 8/1/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;42<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;254
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;243<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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)(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;243
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;240<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">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;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: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;139<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Builders FirstSource, Inc. 144A<BR>
6.375%, 3/1/34<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;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;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:1pt;padding-left:8pt;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)(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;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;319<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">DP World Ltd. 144A<BR>
6.850%, 7/2/37<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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
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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;
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style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
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text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Fortress Transportation &amp; Infrastructure Investors 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 7.000%, 5/1/31<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;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;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: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%, 6/15/32<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;&#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;37<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Global Infrastructure Solutions, Inc. 144A<BR>
7.500%, 4/15/32<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: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;360
</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;365<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">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%;">Hertz Corp. (The) 144A<BR>
4.625%, 12/1/26<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;369<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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;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;164<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%, 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:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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;39<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">LBM Acquisition LLC 144A<BR>
6.250%, 1/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;375<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Regal Rexnord Corp.<BR>
6.400%, 4/15/33<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;329
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;349<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Sempra Infrastructure Partners LP 144A<BR>
3.250%, 1/15/32<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;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;401<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">United Airlines Pass-Through Trust 2023-1, A<BR>
5.800%, 7/15/37<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;289
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;299<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">VistaJet Malta Finance plc 144A<BR>
9.500%, 6/1/28<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: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;420
</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;5,168
</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;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%;">Booz Allen Hamilton, Inc. 144A<BR>
4.000%, 7/1/29<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;&#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;87<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Technologies LLC 144A<BR>
6.000%, 6/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;259<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Consensus Cloud Solutions, Inc. 144A<BR>
6.500%, 10/15/28<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;115
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;114<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Helios Software Holdings, Inc. 144A<BR>
8.750%, 5/1/29<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;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;104<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Insight Enterprises, Inc. 144A<BR>
6.625%, 5/15/32<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;&#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;26<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Rocket Software, Inc. 144A<BR>
9.000%, 11/28/28<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;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;150<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Viasat, Inc. 144A<BR>
5.625%, 9/15/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;445
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;440<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;margin-top:94pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">12</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2024</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: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%;">Vontier Corp.<BR>
2.950%, 4/1/31<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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;200
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;173<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;1,353
</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;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%;">ASP Unifrax Holdings, Inc. 144A<BR>
5.250%, 9/30/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;292<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;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;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%;">Corp. Nacional del Cobre de Chile 144A<BR>
5.950%, 1/8/34<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;200
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;208<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Illuminate Buyer LLC 144A<BR>
9.000%, 7/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;368<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Quattro Finance 2 plc 144A<BR>
9.625%, 3/15/29<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;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;291<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(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;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;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Mauser Packaging Solutions Holding Co. 144A<BR>
9.250%, 4/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;254<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width: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;">(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;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;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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Sealed Air Corp. 144A<BR>
6.500%, 7/15/32<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;&#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;92<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Taseko Mines Ltd. 144A<BR>
8.250%, 5/1/30<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;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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Trivium Packaging Finance B.V. 144A<BR>
8.500%, 8/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;382
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;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: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;">(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: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;294
</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;
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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;3,285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;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%;">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;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%;">GLP Capital LP<BR>
6.750%, 12/1/33<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;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;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: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%;">Office Properties Income Trust 144A<BR>
9.000%, 9/30/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;220
</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;179<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
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<DIV
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<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width: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;
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">Real Estate&#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%;">Sabra Health Care LP<BR>
3.200%, 12/1/31<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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;270
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;234<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Safehold GL Holdings LLC<BR>
6.100%, 4/1/34<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;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;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%;">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%;">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;133<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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)(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;&#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: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)(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: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;90
</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;91<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;1,684
</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;
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style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#160;
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</TD></TR>
<TR
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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;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%;">AES Corp. (The)<BR>
7.600%, 1/15/55<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;175
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;180<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:22.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;366
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Dominion Energy, Inc. Series B<BR>
7.000%, 6/1/54<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;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;298<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
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style="color:#000000;font-family:Arial 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%;">Electricite de France S.A.
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:4pt;padding-top:1pt;text-align:right;vertical-align:bottom;width: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%, 5/23/33<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;184
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
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:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">144A 6.900%, 5/23/53<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;176
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Enel Finance International N.V. 144A<BR>
7.500%, 10/14/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;265<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Entergy Corp.<BR>
7.125%, 12/1/54<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;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;295<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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)(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;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;125<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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)(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;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;258<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">KeySpan Gas East Corp. 144A<BR>
5.994%, 3/6/33<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;286<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Lightning Power LLC 144A<BR>
7.250%, 8/15/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;16<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">NGL Energy Operating 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 8.125%, 2/15/29<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;&#8199;55
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;56<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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 8.375%, 2/15/32<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;&#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;93<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">NRG Energy, Inc. 144A<BR>
7.000%, 3/15/33<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;328
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;361<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">PacifiCorp<BR>
5.800%, 1/15/55<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;214
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 144A<BR>
4.125%, 5/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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: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;250
</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;245<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:37pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top: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>
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style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS Total Return Fund Inc.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:none;">SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">August 31, 2024</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">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%;">South Bow Canadian Infrastructure Holdings Ltd. 144A<BR>
7.500%, 3/1/55<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;90
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;93<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;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: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;399<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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)(2)(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;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%;">&#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%;">Vistra Operations Co. LLC 144A<BR>
6.875%, 4/15/32<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: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;165
</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;171<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;4,300
</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 $56,995)</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;55,460
</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;3.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right: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;0.1%
</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:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Amazon Holdco, Inc. Tranche B (1 month Term SOFR + 2.272%)<BR>
7.612%, 7/30/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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: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;45<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 month Term SOFR + 4.000%)<BR>
9.278%, 2/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Dynasty Acquisition Co., 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%;">2024, Tranche B-1 (1 month Term SOFR + 3.500%)<BR>
8.747%, 8/24/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;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%;">2024, Tranche B-2 (1 month Term SOFR + 3.500%)<BR>
8.747%, 8/24/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;62
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;62<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Peraton Corp. Tranche B, First Lien (1 month Term SOFR + 3.850%)<BR>
9.097%, 2/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;140<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:6.83pt;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;571
</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">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%;">Ineos Finance plc 2030 (1 month Term SOFR + 3.250%)<BR>
8.497%, 2/18/30<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-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;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;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;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%;">Innophos Holdings, Inc. (1 month Term SOFR + 3.864%)<BR>
9.111%, 2/5/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;164
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;164<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">LSF11 A5 Holdco LLC 2024 (1 month Term SOFR + 3.614%)<BR>
8.861%, 10/15/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;173
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;173<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Lummus Technology Holdings V LLC 2024, Tranche B (1 month Term SOFR + 3.614%)<BR>
8.861%, 12/31/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;65<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Starfruit Finco B.V. Tranche B (3 month Term SOFR + 3.500%)<BR>
8.628%, 4/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;164
</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;165<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;727
</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 Durables&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Gloves Buyer, Inc. First Lien (1 month Term SOFR + 4.114%)<BR>
9.361%, 12/29/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;120
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;120<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">White Cap Buyer LLC Tranche C (1 month Term SOFR + 3.250%)<BR>
8.497%, 10/19/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;115
</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;114<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;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;width:76.12%;" colspan="2">Consumer Non-Durables&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Albion Financing 3 S.a.r.l. 2024 (3 month Term SOFR + 4.512%)<BR>
9.826%, 8/17/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;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: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%;">DS Parent, Inc. Tranche B (3 month Term SOFR + 5.500%)<BR>
10.835%, 1/31/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;210
</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;207<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:41pt;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;">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, 2024</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 Non-Durables&#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%;">Kronos Acquisition Holdings, Inc. 2024 (3 month Term SOFR + 4.000%)<BR>
9.314%, 7/8/31<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;137
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;136<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Varsity Brands, Inc. (3 month Term SOFR + 3.750%)<BR>
8.821%, 8/26/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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<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;533
</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;0.1%
</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%;">Freeport LNG Investments LLP Tranche B (3 month Term SOFR + 3.762%)<BR>
9.044%, 12/21/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;173
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 First Lien (1 month Term SOFR + 3.750%)<BR>
8.997%, 5/31/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;35
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;35<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">NGP XI Midstream Holdings LLC (2 month Term SOFR + 4.000%)<BR>
9.285%, 7/25/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;65<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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 Tranche B (3 month Term SOFR + 3.500%)<BR>
8.752%, 2/16/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;127
</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;127<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;399
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160;
</TD><TD
style="padding-right:4pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:22.16%;">&#160;
</TD><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="padding-right:3pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:3pt;text-align:left;vertical-align:bottom;width:53.95%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:76.12%;" colspan="2">Financials&#8212;0.1%
</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%;">Acrisure 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%;">2024 (3 month Term SOFR + 3.250%)<BR>
8.594%, 11/6/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;115
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;114<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:7.5pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">2024, Tranche B (3 month Term SOFR + 3.000%)<BR>
8.344%, 2/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;126
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;125<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Asurion LLC Tranche B-9 (1 month Term SOFR + 3.364%)<BR>
8.611%, 7/31/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;211
</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;209<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;448
</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;width:76.12%;" colspan="2">Food / Tobacco&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Del Monte Foods Corp. II, Inc. (1 month Term SOFR + 8.100%)<BR>
13.443%, 8/2/28<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;84
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;79<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Del Monte Foods, 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%;">(1 month Term SOFR + 4.350%)<BR>
9.688% - 9.693%, 8/2/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">(1 month Term SOFR + 4.850%)<BR>
10.188%, 8/2/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;188
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;52<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">DM Escrow Corp. (3 month PRIME + 7.000%)<BR>
15.500%, 8/2/28
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:4pt;padding-top:1pt;text-align:right;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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Naked Juice LLC (1-3 month Term SOFR + 3.350%)<BR>
8.685% - 8.694%, 1/24/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;191
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;165<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Pegasus Bidco B.V. 2024 (3 month Term SOFR + 3.750%)<BR>
8.868%, 7/12/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;112
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;112<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Sigma Bidco B.V. Tranche B-10 (6 month Term SOFR + 4.410%)<BR>
9.784%, 1/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;168
</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;168<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;636
</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;0.1%
</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%;">Klockner Pentaplast of America, Inc. Tranche B (3 month Term SOFR + 4.975%)<BR>
9.723%, 2/12/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;122
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;114<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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 Term SOFR + 3.364%)<BR>
8.611%, 3/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;133
</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;133<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;247
</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;0.2%
</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: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%;">ECL Entertainment LLC Tranche B (1 month Term SOFR + 4.000%)<BR>
9.247%, 8/31/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;184
</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:29pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:43pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">15</DIV>
</DIV>
</DIV>
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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, 2024</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">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%;">Entain plc Tranche B-3 (6 month Term SOFR + 2.750%)<BR>
8.014%, 10/31/29<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;165
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;165<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">J&amp;J Ventures Gaming LLC (1 month Term SOFR + 4.114%)<BR>
9.361%, 4/26/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;148<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Motion Finco LLC Tranche B-3 (3 month Term SOFR + 3.500%)<BR>
8.835%, 11/12/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;187<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Ontario Gaming GTA Ltd. Partnership Tranche B (3 month Term SOFR + 4.250%)<BR>
9.585%, 8/1/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;134
</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%;">&#8201;&#8199;&#8199;&#8199;&#8199;818
</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;0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Bausch &amp; Lomb Corp. (1 month Term SOFR + 4.000%)<BR>
9.247%, 9/29/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;118<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 (1 month Term SOFR + 3.364%)<BR>
8.611%, 9/29/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;154
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;154<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Cotiviti, Inc. (1 month Term SOFR + 3.250%)<BR>
8.592%, 5/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;160
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;159<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Gainwell Acquisition Corp. Tranche B (3 month Term SOFR + 4.100%)<BR>
9.435%, 10/1/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;181
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;164<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Grifols Worldwide Operations USA, Inc. Tranche B (3 month Term SOFR + 2.150%)<BR>
7.402%, 11/15/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;300
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;295<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Hunter Holdco 3 Ltd. First Lien (3 month Term SOFR + 4.350%)<BR>
9.685%, 8/19/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;188<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;
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style="padding-right:2pt;padding-top:1.88pt;text-align:right;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%;">Lannett Co., Inc. First Lien (3 month Term SOFR + 2.000%)<BR>
2.000%, 6/16/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(6)(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: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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;23
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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. 2024 (1 month Term SOFR + 4.000%)<BR>
9.342%, 5/9/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;30
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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;30<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Modivcare, Inc. (3 month Term SOFR + 4.750%)<BR>
10.082%, 7/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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:1pt;padding-left:8pt;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. 2024 (3 month Term SOFR + 3.250%)<BR>
8.585%, 11/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Radiology Partners, Inc. Tranche C (3 month Term SOFR + 3.762%)<BR>
8.883%, 1/31/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;141
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Resonetics LLC Tranche B (1 month Term SOFR + 3.750%)<BR>
9.092%, 6/18/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;20
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;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:8pt;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 Parent, Inc. Tranche B (3 month Term SOFR + 3.750%)<BR>
9.085%, 9/27/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Upstream Newco, Inc. 2021 (3 month Term SOFR + 4.512%)<BR>
9.764%, 11/20/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Viant Medical Holdings, Inc. First Lien (1 month Term SOFR + 3.864%)<BR>
9.111%, 7/2/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;303
</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;303<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;2,299
</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;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Chariot Buyer LLC First Lien (1 month Term SOFR + 3.500%)<BR>
8.747%, 11/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;140<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:49pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;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;">16</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, 2024</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">Housing&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Cornerstone Building Brands, Inc. Tranche B (1 month Term SOFR + 3.350%)<BR>
8.687%, 4/12/28<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;169
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;164<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Douglas Holding B.V. Tranche B-1 (3 month Term SOFR + 3.500%)<BR>
8.571%, 2/26/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;174
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<TR
style="page-break-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%;">LBM Acquisition LLC Tranche B (1 month Term SOFR + 3.850%)<BR>
9.140%, 5/30/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;165<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;641
</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;0.6%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Ahead DB Holdings LLC Tranche B-2 (1 month Term SOFR + 3.500%)<BR>
8.798%, 2/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;55
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;55<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Applied 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%;">2024, Second Lien (3 month Term SOFR + 5.250%)<BR>
10.585%, 2/23/32<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;20
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;21<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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 Term SOFR + 3.000%)<BR>
8.286%, 2/24/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;169
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">Barracuda Parent LLC First Lien (3 month Term SOFR + 4.500%)<BR>
9.814%, 8/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;157
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;153<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2031, Tranche B, First Lien (3 month Term SOFR + 3.750%)<BR>
9.005%, 7/30/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;150
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;149<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Parent LLC 2024 (3 month Term SOFR + 3.250%)<BR>
8.585%, 7/6/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;211<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Term SOFR + 3.762%)<BR>
9.096%, 9/29/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Delivery Hero SE Tranche B (3 month Term SOFR + 5.000%)<BR>
10.103%, 12/12/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;134
</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;134<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">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%;">Infinite Bidco LLC First Lien (3 month Term SOFR + 3.750%)<BR>
9.264%, 3/2/28<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;149
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;144<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">ION Trading Finance Ltd. 2024 (3 month Term SOFR + 4.000%)<BR>
9.346%, 4/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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%;">Mosel Bidco SE Tranche B (3 month Term SOFR + 4.500%)<BR>
9.835%, 9/16/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;113
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;114<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">NCR Atleos LLC Tranche B (1-3 month Term SOFR + 4.850%)<BR>
10.097% - 10.102%, 3/27/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;164
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;165<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Proofpoint, Inc. 2024 (1 month Term SOFR + 3.000%)<BR>
8.247%, 8/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;141
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;141<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 Term SOFR + 3.114%)<BR>
8.361%, 4/24/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;178
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;170<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Rocket Software, Inc. (1 month Term SOFR + 4.750%)<BR>
9.997%, 11/28/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;239<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Sophia LP 2024, Tranche B (1 month Term SOFR + 3.600%)<BR>
8.847%, 10/9/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;174
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;174<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">UKG, Inc. Tranche B (3 month Term SOFR + 3.250%)<BR>
8.555%, 2/10/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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="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;2,438
</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;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Arcline FM Holdings LLC 2024 (3-6 month Term SOFR + 4.500%)<BR>
9.567% - 9.742%, 6/23/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;165
</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;165<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:31pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:49pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">17</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, 2024</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">Manufacturing&#8212;continued
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CPM Holdings, Inc. (1 month Term SOFR + 4.500%)<BR>
9.842%, 9/28/28<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;199
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;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: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 Term SOFR + 4.350%)<BR>
9.597%, 3/17/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;208
</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;210<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;566
</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">Media / Telecom - Broadcasting&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Gray Television, Inc. Tranche D (1 month Term SOFR + 3.113%)<BR>
8.457%, 12/1/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;163
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;148<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Terrier Media Buyer, Inc. 2021, Tranche B (3 month Term SOFR + 3.600%)<BR>
8.935%, 12/17/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;158<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Univision Communications, Inc. 2024, First Lien (1 month Term SOFR + 3.614%)<BR>
8.861%, 1/23/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;105
</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;102<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;408
</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;0.2%
</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%;">Cogeco Communications Finance USA LP Tranche B-1 (1 month Term SOFR + 3.250%)<BR>
8.497%, 9/18/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;179
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">CSC Holdings LLC 2022 (1 month Term SOFR + 4.500%)<BR>
9.837%, 1/18/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;333
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;318<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2024, Tranche B (1 month Term SOFR + 5.364%)<BR>
10.611%, 8/2/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;218
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Eagle Broadband Investments LLC (3 month Term SOFR + 3.262%)<BR>
8.596%, 11/12/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;333
</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;331<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;1,038
</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;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Media / Telecom - Diversified<BR>
Media&#8212;0.1%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Century DE Buyer LLC (3 month Term SOFR + 4.000%)<BR>
9.255%, 10/30/30<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;124
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;125<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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. 2024, Tranche B (1 month Term SOFR + 4.000%)<BR>
9.228%, 8/1/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;149<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">MH Sub I LLC 2023 (1 month Term SOFR + 4.250%)<BR>
9.497%, 5/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;129
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;128<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Neptune Bidco U.S., Inc. Tranche B (3 month Term SOFR + 5.100%)<BR>
10.404%, 4/11/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;137
</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;131<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;533
</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;0.1%
</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%;">Numericable U.S. 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-11 (3 month LIBOR + 2.750%)<BR>
8.264%, 7/31/25<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;249
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;219<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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 B-12 (3 month LIBOR + 3.688%)<BR>
9.250%, 1/31/26<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;50
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;40<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;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;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Media / Telecom - Wireless<BR>
Communications&#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%;">Viasat, Inc. (1 month Term SOFR + 4.500%)<BR>
9.747%, 3/2/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;159
</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;148<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;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: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%;">Arsenal Aic Parent LLC 2024, Tranche B (1 month Term SOFR + 3.250%)<BR>
8.560%, 8/18/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;94
</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;94<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:29pt;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:82pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">18</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--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, 2024</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">Metals / Minerals&#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%;">Covia Holdings Corp. (3 month Term SOFR + 4.262%)<BR>
9.580%, 7/31/26<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;275
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;273<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;367
</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;0.1%
</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%;">CNT Holdings I Corp. First Lien (3 month Term SOFR + 3.500%)<BR>
8.752%, 11/8/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;202
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Petco Health &amp; Wellness Co., Inc. First Lien (3 month Term SOFR + 3.512%)<BR>
8.846%, 3/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;165
</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;152<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;355
</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;0.6%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">AAL Delaware Holdco, Inc. Tranche B (1 month Term SOFR + 3.500%)<BR>
8.747%, 7/23/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;35
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;35<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Ascend Learning LLC (1 month Term SOFR + 3.600%)<BR>
8.847%, 12/11/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;136
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">BIFM U.S. Finance LLC (1 month Term SOFR + 4.250%)<BR>
9.497%, 5/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;85
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">DG Investment Intermediate Holdings 2, Inc. 2022 (1 month Term SOFR + 4.750%)<BR>
9.997%, 3/31/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;198
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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%;">DXP Enterprises, Inc. (3 month Term SOFR + 4.850%)<BR>
10.164%, 10/11/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;129
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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: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%;">Ensemble RCM LLC Tranche B (3 month Term SOFR + 3.000%)<BR>
8.252%, 8/1/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#8199;60
</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;60<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR></TABLE>
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</DIV>
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style="float:right;overflow:hidden;position:relative;width:48%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.10%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="line-height:7pt;padding-right:2pt;text-align:left;vertical-align:bottom;width: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%;">Garda World Security Corp. (1 month Term SOFR + 3.500%)<BR>
8.832%, 2/1/29<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;184
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8201;&#8199;&#8199;&#8199;&#8199;184
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Grant Thornton Advisors LLC Tranche B (1 month Term SOFR + 3.250%)<BR>
8.497%, 6/2/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Husky Injection Molding Systems Ltd. (3 month Term SOFR + 5.000%)<BR>
10.326%, 2/15/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Kuehg Corp. Tranche B (3 month Term SOFR + 4.500%)<BR>
9.835%, 6/12/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;198
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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 2024 (3 month Term SOFR + 2.750%)<BR>
8.097%, 11/23/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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;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;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Omnia Partners LLC (3 month Term SOFR + 3.250%)<BR>
8.529%, 7/25/30<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;75
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Planet U.S. Buyer LLC (3 month Term SOFR + 3.500%)<BR>
8.604%, 2/7/31<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;&#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;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:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Spin Holdco, Inc. (3 month Term SOFR + 4.262%)<BR>
9.600%, 3/4/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;159
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align: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>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">The Hertz Corp. 2023 (3 month Term SOFR + 8.750%)<BR>
9.097%, 6/30/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;192
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;173
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">TMF Sapphire Bidco B.V. Tranche B-3 (2-3 month Term SOFR + 3.500%)<BR>
8.814% - 8.817%, 5/3/28<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;124
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;125
</TD></TR>
<TR
style="page-break-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%;">Trugreen Ltd. Partnership First Lien (1 month Term SOFR + 4.100%)<BR>
9.347%, 11/2/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;263
</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;255
</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:55pt;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;">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, 2024</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: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%;">WIN Waste Innovations Holdings, Inc. (1 month Term SOFR + 2.750%)<BR>
8.111%, 3/24/28<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-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%;">$&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;178
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$<FONT
style="padding-left:0.62pt;"></FONT>&#8201;&#8199;&#8199;&#8199;&#8199;167<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;&#8199;2,385
</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;0.1%
</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%;">First Brands Group LLC 2022 (3 month Term SOFR + 5.262%)<BR>
10.514%, 3/30/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;144
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;142<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">PAI Holdco, Inc. Tranche B (3 month Term SOFR + 4.012%)<BR>
9.264%, 10/28/27<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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%;">&#8201;&#8199;&#8199;&#8199;&#8199;144<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:6.83pt;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;286
</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;0.1%
</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%;">Generation Bridge Northeast LLC Tranche B (1 month Term SOFR + 3.500%)<BR>
8.747%, 8/22/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;109<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">Waterbridge NDB Operating LLC (3 month Term SOFR + 4.500%)<BR>
9.603%, 5/10/29<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;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: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;150<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;259
</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 $16,842)</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;16,595
</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: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;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="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="3">Preferred Stocks&#8212;0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:78.12%;" colspan="2">Financials&#8212;0.2%
</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)(2)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:24.16%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;310<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-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;296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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;151<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-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;150
</TD></TR>
<TR
style="page-break-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%;">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:8pt;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;124<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-bottom:8pt;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;124
</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-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:22.16%;">Shares
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:7pt;font-style:Normal;font-weight:bold;line-height:10pt;padding-bottom:3pt;padding-left:2pt;padding-right:3pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.88%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:76.12%;" colspan="2">Financials&#8212;continued
</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%;">Truist Financial Corp. Series Q, 5.100%
</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;301<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(9)</SUP>
</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;292
</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;862
</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 Preferred Stocks<BR>
<FONT
style="text-transform:none;">(Identified Cost $888)</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%;">&#8201;&#8199;&#8199;&#8199;&#8199;862
</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;104.7%
</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;2.6%
</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.
</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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;283,512
</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;10,948<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;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;">(8)(10)</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:6.58pt;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;&#8199;1<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">NMG Parent LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(8)(10)</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:6.58pt;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:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;44<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-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%;">West Marine<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(8)(10)</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:6.58pt;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;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: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<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:6.83pt;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;47<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;17.3%
</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: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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;76,470
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;14,167<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: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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;41,965
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;3,298<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: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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;165,543
</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;6,651<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Koninklijke Vopak N.V.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;148,308
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;6,818<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;99,003
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;9,144<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;176,811
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;7,123<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: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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;55,886
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;8,210<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;163,899
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;7,595<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left: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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;214,010
</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: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;9,795<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:6.83pt;padding-right:3pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;72,801<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;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: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%;">Endo DAC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(8)(10)</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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;94,000
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8212;<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">Endo, Inc.<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-bottom:1pt;padding-left:6.58pt;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;1,929
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;52<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Lannett Co., Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(8)(10)</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:6.58pt;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;3,742
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:6.37pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8212;<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="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;52<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-right:2pt;padding-top:1.88pt;text-align:left;vertical-align:bottom;width: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;28.5%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:1pt;padding-right:3pt;padding-top:1.5pt;text-align:right;vertical-align:bottom;width:21.88%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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)</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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;134,920
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;27,152<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Aeroports de Paris 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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;&#8199;54,897
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size: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;7,188<FONT
style="padding-left:0.06pt;"></FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">Auckland International Airport Ltd.
</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:6.58pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,728,320
</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%;">&#8199;&#8199;&#8199;8,195<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:62pt;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, 2024</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;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%;">CSX Corp.
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;165,984
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:3pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">$&#8199;&#8199;&#8199;5,688
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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 SE
</TD><TD
style="color:#000000;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;210,137
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;8,787
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;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
</TD><TD
style="color:#000000;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;52,537
</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:5.75pt;padding-right:3pt;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;12,293
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-indent:-8pt;text-transform:none;vertical-align:bottom;width:53.95%;">Grupo Aeroportuario del Centro Norte SAB de C.V. Class B
</TD><TD
style="color:#000000;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;289,600
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;2,321
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;48,898
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;12,526
</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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Transurban Group
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.16%;">1,981,400
</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%;">&#8199;&#8199;18,172
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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.
</TD><TD
style="color:#000000;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;42,698
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;10,934
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;56,575
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;6,762
</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;120,018
</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;7.3%
</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: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;104,504
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;23,415
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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;62,642
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;
font-weight:Normal;line-height:11pt;line-height:11pt;padding-bottom:3pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;&#8199;&#8199;7,017
</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;30,432
</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;49.0%
</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%;">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;81,345
</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%;">&#8199;&#8199;&#8199;6,712
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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;60,674
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;7,932
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">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;256,003
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;6,989
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">DTE Energy 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: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;54,389
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;6,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Duke 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;59,657
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;6,798
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">E.ON SE<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;377,795
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;5,356
</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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Edison International<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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;115,839
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;10,081
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">EDP 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;white-space:nowrap;width:22.16%;">1,361,431
</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%;">&#8199;&#8199;&#8199;5,724
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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;171,022
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;6,440
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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;37,051
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;4,472
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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;90,145
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;5,331
</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%;">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;133,028
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;8,983
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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.
</TD><TD
style="color:#000000;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;483,107
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;6,854
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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
</TD><TD
style="color:#000000;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%;">1,292,625
</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:5.75pt;padding-right:3pt;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;17,027
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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.
</TD><TD
style="color:#000000;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;343,038
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;27,618
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">NiSource, 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;273,674
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;9,048
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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%;">PG&amp;E 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;456,331
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;8,990
</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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Redeia Corp. 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;303,098
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:5.75pt;padding-right:3pt;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;5,757
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:8pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">RWE AG<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:8pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;122,030
</TD><TD
style="line-height:0pt;padding-bottom:8pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:8pt;padding-left:5.75pt;padding-right:3pt;padding-top:1pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
width:21.88%;">&#8199;&#8199;&#8199;4,402
</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">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:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">Sempra <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;202,028
</TD><TD
style="line-height:0pt;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;16,603
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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
</TD><TD
style="color:#000000;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;202,177
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;6,845
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial 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;132,200
</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;11,422
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:53.95%;">United Utilities Group plc
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:2pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.16%;">&#8201;&#8199;317,201
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:2pt;padding-top:1pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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;4,263
</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: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%;">WEC Energy 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: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;63,486
</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;5,906
</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;206,353
</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 $405,880)</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;440,651
</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;138.2%<BR>
<FONT
style="text-transform:none;">(Identified Cost $549,857)</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;
581,991
</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:2pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">TOTAL INVESTMENTS&#8212;138.2%<BR>
(Identified Cost $549,857)
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:4pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;$<FONT
style="padding-left:3.75pt;"></FONT>581,991
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">Other assets and liabilities, net&#8212;(38.2)%
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:4pt;padding-top:1pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:9.62pt;padding-right:3pt;
padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.88%;">(160,968)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:0pt;padding-right:2pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:76.12%;" colspan="2">NET ASSETS&#8212;100.0%
</TD><TD
style="line-height:0pt;padding-bottom:1.5pt;padding-right:4pt;padding-top:1.88pt;text-align:left;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:medium double #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.5pt;padding-left:4pt;padding-right:3pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:21.88%;">&#8199;$<FONT
style="padding-left:3.75pt;"></FONT>421,023
</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%;">BDC
</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%;">Business Development Companies
</TD></TR>
<TR
style="page-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%;">DAC
</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%;">Designated Activity 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%;">DB
</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%;">Deutsche Bank AG
</TD></TR>
<TR
style="page-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%;">LLP
</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 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%;">MSCI
</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%;">Morgan Stanley Capital International
</TD></TR>
<TR
style="page-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>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:100pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:131pt;text-align:center;text-decoration:none;text-transform:none;">See Notes to Schedule of
Investments</DIV>
</DIV>
<DIV
style="margin-top:10pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">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, 2024</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="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 margin loan financing. The value of securities segregated as collateral is $315,527.
</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-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 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, 2024, these securities amounted to a value of $80,077 or 19.0% of net assets.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(3)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Security 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-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;">(4)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Regulation S security. Security is offered and sold outside of the United States; therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act
of 1933.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(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%;">Represents step coupon bond. Rate shown reflects the rate in effect as of&#160;August 31, 2024.
</TD></TR>
<TR
style="page-break-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;">(6)</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%;">Variable rate security. Rate disclosed is as of August 31, 2024. 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></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;">(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:6pt;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;">(8)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of
Investments.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(9)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:94.18%;">Value shown as par value.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:1.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:6.72%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(10)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:1.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:94.18%;">Non-income producing.
</TD></TR></TABLE>
</DIV>
<DIV
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%;">62%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left: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%;">9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;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%;">6
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;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%;">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%;">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%;">Netherlands
</TD><TD
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%;">France
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">3
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Other
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:10pt;padding-right:9pt;padding-top:1pt;
text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">9
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:2pt;
padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:89.91%;">Total
</TD><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:9pt;
padding-top:1.88pt;text-align:center;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.09%;">100%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #000000;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;
padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;width:100%;" colspan="2"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">&#8224;</SUP>% of total investments as of August 31, 2024.
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="clear:both;">
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:166pt;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:280pt;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, 2024</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, 2024, 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, 2024
</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 Instruments:
</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%;">U.S. Government 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%;">$<FONT
style="padding-left:8pt;"></FONT>9,440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-right:14pt;padding-top:1pt;text-align:center;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.25%;">$<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%;">$<FONT
style="padding-left:8pt;"></FONT>9,440
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:14pt;padding-top:1pt;text-align:center;text-decoration:none;
text-transform:none;vertical-align:bottom;width:15.11%;">$&#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%;">Foreign Government Securities
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:22pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">12,939
</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%;">12,939
</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%;">26,916
</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%;">26,916
</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%;">Asset-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%;">19,128
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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%;">19,128
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:18pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;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%;">55,460
</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%;">55,457
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:28pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.11%;">3<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8pt;padding-right:14pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:41.41%;">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%;">16,595
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left: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%;">16,588
</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%;">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: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%;">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:32pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.20%;">862
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:36pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.25%;">&#8212;
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:14pt;padding-top:1pt;text-align:center;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;color:#000000;font-family:Arial Narrow;font-family:Arial Narrow;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;
line-height:11pt;padding-bottom:1pt;padding-left:32pt;padding-right:14pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:11.07%;">862
</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: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="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-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%;">440,651
</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-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%;">304,428
</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-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%;">136,176
</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:24pt;padding-top:1pt;text-align:center;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.11%;">47<SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom: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%;">$581,991
</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%;">$304,428
</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%;">$277,506
</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%;">$57
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:2pt;padding-top:6pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:2.45%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;">(1)</SUP>
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:2pt;padding-top:6pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:98.13%;">Includes internally fair valued securities currently priced at zero ($0).
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">There were no transfers into
or out of Level 3 related to securities held at August 31, 2024.</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 roll-forward of Level 3 securities and assumptions are not shown for the period ended August 31, 2024.</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:190pt;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>
<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.<FONT
style="text-transform:none;"> NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</FONT></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, 2024</DIV>
</DIV>
<DIV
style="margin-top:15pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:7pt;text-align:left;text-decoration:none;text-transform:none;">Note&nbsp;1.&nbsp;Significant
Accounting Policies</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">The Fund&#8217;s
Board of Trustees has designated the investment adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of&#160;1940. The Fund utilizes a fair value
hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Funds&#8217; 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:93.744pt;text-align:left;text-decoration:none;text-indent:-59.148pt;
text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;&#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:93.744pt;text-align:left;text-decoration:none;text-indent:-59.148pt;
text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;&#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:93.744pt;text-align:left;text-decoration:none;text-indent:-59.148pt;
text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;&#8226;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 &#8211;&nbsp;prices determined using significant unobservable inputs (including the investment adviser&#8217;s 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. Illiquid, restricted equity securities and illiquid private placements are internally fair valued by the investment adviser&#8217;s Valuation Committee, and 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 value 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, 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
instruments, 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</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:19pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">24</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;text-align:center;text-decoration:none;text-transform:uppercase;">VIRTUS TOTAL RETURN FUND INC.<FONT
style="text-transform:none;"> NOTES TO SCHEDULE OF INVESTMENTS (Unaudited) (Continued)</FONT></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, 2024</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;">incorporate collateral analysis
and utilize cash flow models for valuation and are generally categorized as Level 2 in the hierarchy. Pricing services do not provide pricing for all securities and therefore indicative bids from dealers are utilized
which are based on pricing models used by market makers in the security and are generally categorized as Level 2 in the hierarchy. Debt instruments that are internally fair valued by the investment adviser&#8217;s
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 and futures, that are actively traded are valued at the last posted settlement price from the exchange where they are principally traded and are categorized as Level 1 in the hierarchy.
Over-the-counter derivative contracts, which include forward currency contracts, swaps, swaptions, options and equity linked instruments, are valued based on model prices provided by independent pricing services or
from dealer quotes. Depending on the derivative type and the specific terms of the transaction, these models vary and include observable inputs in actively quoted markets including but not limited to: underlying
reference entity details, indices, spreads, interest rates, yield curves, dividend and exchange rates. These instruments are generally categorized as Level 2 in the hierarchy.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">Investments in
open-end mutual funds are valued at NAV. Investments in closed-end funds and ETFs are valued as of the close of regular trading on the NYSE each business day. Each is categorized as Level 1 in the hierarchy.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:4pt;padding-left:9.04%;text-align:left;text-decoration:none;text-transform:none;">A summary of the
inputs used to value the Fund&#8217;s net assets by each major security type is disclosed at the end of the Schedule of Investments for the Fund. The inputs or methodologies used for valuing securities are not
necessarily an indication of the risk associated with investing in those securities.</DIV>
</DIV>
<DIV
style="margin-top:220pt;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:230pt;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:4pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:center;text-decoration:none;text-transform:none;">25</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
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</SEC-DOCUMENT>
