<SEC-DOCUMENT>0001057861-16-000028.txt : 20160812
<SEC-HEADER>0001057861-16-000028.hdr.sgml : 20160812
<ACCEPTANCE-DATETIME>20160812152852
ACCESSION NUMBER:		0001057861-16-000028
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20160630
FILED AS OF DATE:		20160812
DATE AS OF CHANGE:		20160812
EFFECTIVENESS DATE:		20160812

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			DREYFUS HIGH YIELD STRATEGIES FUND
		CENTRAL INDEX KEY:			0001057861
		IRS NUMBER:				134001109
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08703
		FILM NUMBER:		161828009

	BUSINESS ADDRESS:	
		STREET 1:		200 PARK AVENUE, 8TH FLOOR
		STREET 2:		THE DREYFUS CORPORATION
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10166
		BUSINESS PHONE:		2129226789

	MAIL ADDRESS:	
		STREET 1:		200 PARK AVENUE
		STREET 2:		THE DREYFUS CORPORATION
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10166
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>lp1430.htm
<DESCRIPTION>FORM N-Q
<TEXT>

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<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 24pt"><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">UNITED STATES<BR>SECURITIES AND EXCHANGE COMMISSION<BR>Washington, D.C.&nbsp; 20549</FONT></B></P>

<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">FORM N-Q</FONT></P>

<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT<BR>INVESTMENT COMPANY</FONT></P>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">Investment Company Act file number</FONT></P></TD>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">811-08703</FONT></P></TD></TR>

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   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face=times>Dreyfus High Yield Strategies Fund</FONT></P></TD>

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   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">(Exact name of Registrant as specified in charter)</FONT></P></TD>

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   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">c/o The Dreyfus Corporation</FONT></P>

   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">200 Park Avenue</FONT></P>

   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">New York, New York&nbsp; 10166</FONT></P></TD>

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   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">(Address of principal executive offices)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Zip code)</FONT></P></TD>

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   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">Bennett A. MacDougall, Esq.</FONT></P>

   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">200 Park Avenue</FONT></P>

   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">New York, New York&nbsp; 10166</FONT></P></TD>

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   <P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><FONT style="FONT-SIZE: 11pt" face="Times New Roman">(Name and address of agent for service)</FONT></P></TD>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">Registrant's telephone number, including area code:&nbsp; </FONT></P></TD>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">(212) 922-6400</FONT></P></TD></TR>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">Date of fiscal year end:</FONT></P>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">&nbsp; 03/31</FONT></P></TD>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">Date of reporting period:</FONT></P></TD>

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   <P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman">&nbsp; 06/30/16</FONT></P></TD>

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<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 12pt" align=center><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">FORM N-Q</FONT></B></P>

<P style="MARGIN: 0in 0in 12pt"><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Item 1. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedule of Investments.</FONT></B></P>

<P style="MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT></P></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>STATEMENT OF INVESTMENTS</FONT><BR><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>Dreyfus High Yield Strategies Fund</FONT><BR><FONT size=2 face=Arial,Arial,Helvetica,sans-serif>June 30, 2016 (Unaudited)</FONT></P>

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   <TD width="8%"></TD>

   <TD width="9%"></TD>

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   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

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   <TD bgColor=#d9d9d9 width="35%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>Maturity</FONT></TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

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   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="35%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

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   <TD bgColor=#d9d9d9 width="35%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Casinos - 7.8%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

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   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Boyd Gaming,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

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   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,330,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,448,364</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Boyd Gaming,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,075,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,150,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">International Game Technology,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,095,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,157,410</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">MGM Resorts International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 10.44pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">11.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6,310,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7,209,175</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">MGM Resorts International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">740,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">838,975</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Peninsula Gaming,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">525,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">527,772</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scientific Games International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 10.44pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,915,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,018,012</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">TVL Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">430,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">556,472</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">18,906,430</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Consumer Discretionary - 19.0%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Beacon Roofing Supply,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">805,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">847,263</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cablevision Systems,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/17</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,675,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,828,812</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CalAtlantic Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,025,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,230,031</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CCO Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/31/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,180,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,305,350</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cequel Communications Holdings I,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,690,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,715,350</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">ClubCorp Club Operations,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>12/15/23</FONT>&nbsp;&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,575,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,575,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">DriveTime Automotive Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,185,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,094,644</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ferrellgas Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,785,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,798,925</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gray Television,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">975,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,021,313</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Hillman Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,265,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,132,175</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">iHeartCommunications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>12/15/19</FONT>&nbsp;&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,865,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,424,394</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Midcontinent Communications &amp;</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Midcontinent Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,155,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,189,650</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">MPG Holdco I,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/15/22</FONT>&nbsp;&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,730,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,712,700</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Nexstar Broadcasting,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>11/15/20</FONT>&nbsp;&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,615,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,693,731</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Numericable-SFR,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,650,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,633,500</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



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<TABLE style="WIDTH: 670px; HEIGHT: 1560px" border=0 cellSpacing=0>



<TR>

   <TD width="35%"></TD>

   <TD width="8%"></TD>

   <TD width="9%"></TD>

   <TD width="12%"></TD>

   <TD width="18%"></TD>

   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

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   <TD style="BORDER-BOTTOM: #000000 3px double" width="64%" colSpan=4 align=left><I><FONT size=2 face=Arial,Italic,Arial,Helvetica,sans-serif>STATEMENT OF INVESTMENTS (Unaudited) (continued)</FONT></I>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="4%" align=left>&nbsp;</TD>

   <TD width="13%" align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>Maturity</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="43%" colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="43%" colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Consumer Discretionary - 19.0% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Prime Security Services Borrower,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,850,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,028,125</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">RCN Telecom Services,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,805,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,885,644</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Regal Entertainment Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">250,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">257,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Rite Aid,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,860,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,957,977</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Schaeffler Holding Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75 </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>11/15/22</FONT>&nbsp;&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">209,519</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">231,519</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sinclair Television Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,600,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,688,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">StoneMor Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,540,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,532,300</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">TI Group Automotive Systems,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,200,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,182,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Townsquare Media,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,285,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,275,363</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">United Rentals North America,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,800,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,930,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Univision Communications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">250,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">261,484</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Univision Communications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,020,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,081,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Wave Holdco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,175,625</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,187,381</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">William Lyon Homes,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50 </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>11/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,585,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,669,012</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">46,370,843</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Consumer Staples - 5.5%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Albea Beauty Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,040,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,207,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Bakkavor Finance 2,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">975,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,379,812</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">New Albertsons,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/31</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,075,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,064,625</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">New Albertsons,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Debs</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.45</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/29</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">270,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">263,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Pinnacle Operating,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00 </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>11/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">905,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">764,725</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Post Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,815,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,914,825</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Post Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,310,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,459,013</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">RSI Home Products,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,460,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,507,450</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">The Sun Products,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">740,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">768,675</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">13,329,575</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Energy - 8.7%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Carrizo Oil &amp; Gas,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,615,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,660,762</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cheniere Corp Christi,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/30/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">935,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">961,302</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Continental Resources,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="35%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">4.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">880,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">825,000</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

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<TR>

   <TD width="38%"></TD>

   <TD width="5%"></TD>

   <TD width="9%"></TD>

   <TD width="11%"></TD>

   <TD width="19%"></TD>

   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

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   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>Maturity</FONT></TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Energy - 8.7% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Continental Resources,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">3.80</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">610,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">535,275</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Crestwood Midstream Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,330,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,228,095</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CVR Refining/Coffeyville Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">165,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">142,725</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Energy Transfer Equity,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,000,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,065,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Forum Energy Technologies,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">975,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">909,188</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Genesis Energy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,900,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,852,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Laredo Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,100,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,108,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Matador Resources,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,050,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,076,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Oasis Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">355,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">325,713</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Oasis Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,200,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,116,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Rice Energy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,155,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,152,113</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">RSP Permian,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">920,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">952,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sanchez Energy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">935,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">797,088</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Targa Resources Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,005,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,027,613</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Targa Resources Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">755,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">760,663</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Unit,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,235,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">960,213</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Whiting Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">410,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">379,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Whiting Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">955,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">867,856</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Whiting Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">540,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">486,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">21,189,056</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Financials - 17.1%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ally Financial,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">860,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">961,050</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ally Financial,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/31</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,045,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,539,812</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Argos Merger Sub,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,645,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,727,656</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ashton Woods,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,050,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">950,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cabot Financial,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">475,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">645,816</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Communications Sales &amp; Leasing,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,985,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,019,737</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Consolidated Energy Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,081,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,021,545</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Garfunkelux Holdco 2,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 10.44pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">11.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,045,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,477,402</FONT>&nbsp;</TD></TR></TABLE></DIV>

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<P style="TEXT-ALIGN: left"><I><FONT size=2 face=Arial,Italic,Arial,Helvetica,sans-serif>STATEMENT OF INVESTMENTS (Unaudited) (continued)</FONT></I></P>

<DIV align=left>

<TABLE style="WIDTH: 679px; HEIGHT: 1485px" border=0 cellSpacing=0>



<TR>

   <TD width="38%"></TD>

   <TD width="5%"></TD>

   <TD width="9%"></TD>

   <TD width="11%"></TD>

   <TD width="19%"></TD>

   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>Maturity</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Financials - 17.1% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Hub Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,640,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,547,600</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">HUB International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,175,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,130,938</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">International Lease Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/17</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,675,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,790,156</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">International Lease Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>12/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,195,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,789,494</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">International Lease Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,255,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,532,669</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">KCG Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,175,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,066,313</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ladder Capital Finance Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/17</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,100,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,117,875</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Lloyds Bank,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sub. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.75 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>12/16/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,385,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">d</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,283,687</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Navient,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.45</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,675,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,902,375</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Provident Funding Associates,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,105,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,052,513</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Royal Bank of Scotland,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sub. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/16/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,530,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">d</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,594,812</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Solera Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 10.44pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,760,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,855,700</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">USI,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,355,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,340,281</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">York Risk Services Holding,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,930,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,433,025</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">41,780,706</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Health Care - 15.9%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Auris Luxembourg II,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">530,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">633,047</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Auris Luxembourg II,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,165,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,391,510</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Capsugel,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,353,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,356,383</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CHS/Community Health Systems,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>11/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,900,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,864,375</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CHS/Community Health Systems,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,250,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,100,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Concordia International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.50 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/21/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,095,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,964,062</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">ConvaTec Finance International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,660,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,595,950</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">HCA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,470,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6,233,065</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">IASIS Healthcare,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,405,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,356,703</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Jaguar Holding Co II,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,225,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,255,625</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">JLL/Delta Dutch Pledgeco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,794,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,798,485</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Kindred Healthcare,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,515,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,482,064</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">MPH Acquisition Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,310,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,378,775</FONT>&nbsp;</TD></TR></TABLE></DIV>

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<TR>

   <TD width="38%"></TD>

   <TD width="5%"></TD>

   <TD width="9%"></TD>

   <TD width="11%"></TD>

   <TD width="19%"></TD>

   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>Maturity</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Health Care - 15.9% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Prestige Brands,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">890,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">927,825</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Synlab Unsecured Bondco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">460,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">522,101</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Tenet Healthcare,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,355,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,514,579</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,940,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,494,287</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,060,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">853,300</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">38,722,136</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Industrials - 10.5%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Acosta,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,175,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,036,938</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Advanced Disposal Services,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,930,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,988,600</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ahern Rentals,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,385,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">962,575</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Bombardier,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">425,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">419,688</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Bombardier,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">745,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">648,150</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cemex,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/16/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,310,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,378,775</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cemex Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.38&nbsp;</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/12/22</FONT></TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,736,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,918,280</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">DPx Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,990,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,052,187</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gardner Denver,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,095,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">999,188</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gates Global,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,185,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,042,800</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">GFL Environmental,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,030,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,172,100</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">H&amp;E Equipment Services,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">750,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">780,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Navios Maritime Acquisition,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.13 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>11/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">475,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">375,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Nortek,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,570,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,629,267</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Reliance Intermediate Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,038,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,129,710</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">XPO Logistics,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,815,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,740,131</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">XPO Logistics,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">950,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">971,375</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Zachry Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,300,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,288,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">25,533,514</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Information Technology - 7.2%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Diamond 1 Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">855,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">894,332</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Diamond 1 Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.02</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">835,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">867,904</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Diamond 1 Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="TEXT-INDENT: 14.52pt" bgColor=#d9d9d9 width="9%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.35</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/46</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,400,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,512,837</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



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<TABLE style="WIDTH: 680px; HEIGHT: 1576px" border=0 cellSpacing=0>



<TR>

   <TD width="38%"></TD>

   <TD width="5%"></TD>

   <TD width="9%"></TD>

   <TD width="12%"></TD>

   <TD width="18%"></TD>

   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 3px double" width="64%" colSpan=4 align=left><I><FONT size=2 face=Arial,Italic,Arial,Helvetica,sans-serif>STATEMENT OF INVESTMENTS (Unaudited) (continued)</FONT></I>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="4%" align=left>&nbsp;</TD>

   <TD width="13%" align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>Maturity</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="43%" colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Information Technology - 7.2% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Diamond 1 Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">595,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">610,339</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ensemble S Merger Sub,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/30/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,530,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,499,112</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">First Data,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,450,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,533,437</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Infor Software Parent,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,410,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,156,950</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Infor US,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,335,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,267,422</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Riverbed Technology,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,075,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,158,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">17,500,333</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Materials - 18.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">ArcelorMittal,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.85</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,473,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,289,322</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ardagh Finance Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,959,685</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,989,080</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ardagh Packaging Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,215,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,271,759</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ashland,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/43</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">620,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">623,100</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Axalta Coating Systems/Dutch,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,625,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,772,656</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Boise Cascade,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">985,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,009,625</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">BWAY Holding,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,750,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,534,375</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CVR Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,495,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,526,769</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Freeport-McMoRan,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3.55</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,340,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,185,900</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Freeport-McMoRan,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,205,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,060,400</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Freeport-McMoRan,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.45</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/43</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">480,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">387,600</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Global Brass &amp; Copper,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,655,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,737,336</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Hexion,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">220,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">191,950</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Hexion,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,125,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,054,688</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Horizon Holdings I,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">570,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">657,942</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">INEOS Group Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">750,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">845,841</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Lennar,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/17</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">400,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">437,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Mercer International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,620,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,633,100</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Platform Specialty Products,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,295,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,317,950</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ply Gem Industries,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">435,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">424,125</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Reynolds Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="9%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/19</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">765,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">790,819</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

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<TR>

   <TD width="40%"></TD>

   <TD width="12%"></TD>

   <TD width="11%"></TD>

   <TD width="19%"></TD>

   <TD width="4%"></TD>

   <TD width="13%"></TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>Maturity</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="40%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Materials - 18.3% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Reynolds Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,070,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,103,571</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sappi Papier Holding,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/17</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">730,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">759,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Signode Industrial Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,520,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,422,350</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Summit Materials,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,030,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,095,663</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Teck Resources,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">440,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">385,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Teck Resources,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">620,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">526,938</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Trinseo Materials Operating,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,450,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,450,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Tronox Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,345,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,005,388</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Univar,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,200,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,191,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">44,680,647</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Telecommunications - 21.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Alcatel-Lucent USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.45</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/29</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,295,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,404,012</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Altice,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,330,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,362,037</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Altice,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,500,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,470,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Altice Financing,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">790,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">778,150</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Altice Finco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">210,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">192,938</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Altice Finco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.88 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>12/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,000,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,141,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Altice Finco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,900,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,847,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">CenturyLink,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes, Ser. W</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,915,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,874,919</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Cincinnati Bell,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.38 </FONT></TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face=Cambria>10/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">859,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">900,155</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Digicel Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/30/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,175,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,667,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Digicel Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,425,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,066,969</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">DISH DBS,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,450,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,570,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Frontier Communications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,605,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,766,184</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Frontier Communications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,190,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,325,575</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Hughes Satellite Systems,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,010,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,250,424</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Neptune Finco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,075,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,574,187</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sable International Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,220,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,231,370</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sprint,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">501,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">412,073</FONT>&nbsp;</TD></TR></TABLE><BR>

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<TR>

   <TD width="38%"></TD>

   <TD width="13%"></TD>

   <TD width="12%"></TD>

   <TD width="16%"></TD>

   <TD width="3%"></TD>

   <TD width="14%"></TD>

   <TD width="3%"></TD></TR>

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   <TD style="BORDER-BOTTOM: #000000 3px double" width="63%" colSpan=3 align=left><I><FONT size=2 face=Arial,Italic,Arial,Helvetica,sans-serif>STATEMENT OF INVESTMENTS (Unaudited) (continued)</FONT></I>&nbsp;</TD>

   <TD width="16%" align=left>&nbsp;</TD>

   <TD width="3%" align=left>&nbsp;</TD>

   <TD width="14%" align=left>&nbsp;</TD>

   <TD width="3%" align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>Maturity</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 137.4% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 16.079pt" bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Rate (%)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Telecommunications - 21.3% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sprint Capital,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/32</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">800,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">688,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sprint Communications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">&nbsp;&nbsp;&nbsp;&nbsp; 9.00 </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>11/15/18</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,175,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,255,781</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sprint Communications,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">11.50 </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>11/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,325,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,287,725</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">T-Mobile USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Bonds</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/28/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,000,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,048,750</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">T-Mobile USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Bonds</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.73</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/28/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,000,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,055,300</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">T-Mobile USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Bonds</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.84</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/28/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,840,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,010,400</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">T-Mobile USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">765,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">797,513</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Windstream Services,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75 </FONT></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face=Cambria>10/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">975,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">960,375</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">51,939,587</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Utilities - 6.1%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Calpine,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,719,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,822,140</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dynegy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,745,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,609,244</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">NRG Energy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,317,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,449,680</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">NRG Energy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,010,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">992,325</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Talen Energy Supply,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,295,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,916,325</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">The Williams Companies,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">485,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">b</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">523,800</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">The Williams Companies,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">4.55</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/24/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">930,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">858,855</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Viridian Group Fundco II,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,390,000</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,604,261</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">14,776,630</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Total Bonds and Notes</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 12.474pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $340,733,970)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">334,729,457</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Preferred Stocks - .7%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR>

   <TD bgColor=#d9d9d9 width="99%" colSpan=7>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Financials - .7%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">GMAC Capital Trust I,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $1,795,257)</FONT>&nbsp;</TD>

   <TD style="TEXT-INDENT: 30.599pt" bgColor=#d9d9d9 width="13%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.41</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/40</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">70,831</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">d</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">1,758,025</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR>

   <TD bgColor=#d9d9d9 width="99%" colSpan=7>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Other Investment - 4.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Shares</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Registered Investment Company;</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dreyfus Institutional Preferred Plus Money</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Market Fund</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.8pt" bgColor=#d9d9d9 width="38%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $10,438,283)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10,438,283</FONT></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><SUP><FONT size=1 face="Cambria,Times New Roman,Times,serif">e</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">10,438,283</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR>

   <TD bgColor=#d9d9d9 width="99%" colSpan=7>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Total Investments </FONT></B><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $352,967,510)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">142.4</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">346,925,765</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Liabilities, Less Cash and Receivables</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">(42.4</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">%)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">(103,260,926</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="38%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Net Assets</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="16%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">100.0</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="14%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">243,664,839</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left"><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">a </FONT></I><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Principal amount stated in U.S. Dollars unless otherwise noted.</FONT></I></P></DIV>

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<P style="TEXT-ALIGN: left"><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">EUR&#8212;Euro</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">GBP&#8212;British Pound</FONT></I></P>

<P style="TEXT-ALIGN: left"><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">b </FONT></I><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Security, or portion thereof, on collateral for Revolving Credit and Security Agreement.</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">c </FONT></I><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2016, these securities were valued at</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">$153,685,211 or 63.07% of net assets.</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">d </FONT></I><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Variable rate security&#8212;rate shown is the interest rate in effect at period end.</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">e </FONT></I><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Investment in affiliated money market mutual fund.</FONT></I></P>

<DIV align=left>

<TABLE border=0 cellSpacing=0>



<TR>

   <TD width="60%"></TD>

   <TD width="39%"></TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 0pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Portfolio Summary (Unaudited)</FONT><SUP><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">&#8224;</FONT></SUP>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 3px double" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value (%)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Corporate Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">137.4</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Money Market Investment</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4.3</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Preferred Stocks</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">.7</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">142.4</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">&#8224; Based on net assets.</FONT></I>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">See notes to financial statements.</FONT></I>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>STATEMENT OF INVESTMENTS</FONT><BR><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>Dreyfus High Yield Strategies Fund</FONT><BR><FONT size=2 face=Arial,Arial,Helvetica,sans-serif>June 30, 2016 (Unaudited)</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">The following is a summary of the inputs used as of June 30, 2016 in valuing the fund&#8217;s investments:</FONT></P>

<DIV align=left>

<TABLE border=0 cellSpacing=0>



<TR>

   <TD width="28%"></TD>

   <TD width="22%"></TD>

   <TD width="19%"></TD>

   <TD width="15%"></TD>

   <TD width="13%"></TD></TR>

<TR vAlign=bottom>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Level 3 -</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Level 2 - Other</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Significant</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Level 1 - Unadjusted</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Significant</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Unobservable</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Quoted Prices</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Observable Inputs</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Inputs</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Total</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Assets ($)</FONT></B>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Investments in Securities:</FONT>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Corporate Bonds</FONT><SUP><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">&#8224;</FONT></SUP>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">334,729,457</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">334,729,457</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Mutual Funds</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">10,438,283</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">10,438,283</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Preferred Stocks</FONT><SUP><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">&#8224;</FONT></SUP>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,758,025</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">1,758,025</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Other Financial Instruments:</FONT>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Financial Foreign Currency</FONT>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD>

   <TD align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Exchange Contracts</FONT><SUP><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">&#8224;&#8224;</FONT></SUP>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">745,456</FONT>&nbsp;</TD>

   <TD align=center><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD align=center><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">745,456</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left"><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">&#8224; </FONT></I><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">See Statement of Investments for additional detailed categorizations.</FONT></I><BR><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Amount shown represents unrealized appreciation at period end.</FONT></I></P></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>NOTES</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">The Financial Accounting Standards Board (&#8220;FASB&#8221;) Accounting Standards Codification (&#8220;ASC&#8221;) is the exclusive reference of authoritative U.S. generally accepted accounting principles (&#8220;GAAP&#8221;) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (&#8220;SEC&#8221;) under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund&#8217;s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Various inputs are used in determining the value of the fund&#8217;s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below: </FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face="Garamond,Bold,Times New Roman,Times,serif">Level 1</FONT></B><FONT size=2 face="Garamond,Times New Roman,Times,serif">&#8212;unadjusted quoted prices in active markets for identical investments.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face="Garamond,Bold,Times New Roman,Times,serif">Level 2</FONT></B><FONT size=2 face="Garamond,Times New Roman,Times,serif">&#8212;other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face="Garamond,Bold,Times New Roman,Times,serif">Level 3</FONT></B><FONT size=2 face="Garamond,Times New Roman,Times,serif">&#8212;significant unobservable inputs (including the fund&#8217;s own assumptions in determining the fair value of investments).</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund&#8217;s investments are as follows: Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Investments in securities, excluding short-term investments (other than U.S. Treasury Bills), financial futures and forward foreign currency exchange contracts ("forward contracts") are valued each business day by an independent pricing service (the &#8220;Service&#8221;) approved by the fund's Board Members (the "Board"). Investments for which quoted bid prices are readily available and are representative of the bid side of the</FONT></P></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>NOTES</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">market in the judgment of the Service are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). Other investments (which constitute a majority of the portfolio securities) are valued as determined by the Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. These securities are generally categorized within Level 2 of the fair value hierarchy.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">The Service&#8217;s procedures are reviewed by Dreyfus under the general supervision of the Board.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">For restricted securities where observable inputs are limited, assumptions about market activity and risk are used and are generally categorized within Level 3 of the fair value hierarchy.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy. Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face="Garamond,Bold,Times New Roman,Times,serif">Derivatives: </FONT></B><FONT size=2 face="Garamond,Times New Roman,Times,serif">A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at June 30, 2016 is discussed below.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face="Garamond,Bold,Times New Roman,Times,serif">Forward Foreign Currency Exchange Contracts: </FONT></B><FONT size=2 face="Garamond,Times New Roman,Times,serif">The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates</FONT></P></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>NOTES</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty nonperformance on these forward contracts, which is generally limited to the unrealized gain on each open contract. This risk may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund&#8217;s exposure to the counterparty.</FONT></P>

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<TABLE border=0 cellSpacing=0>



<TR>

   <TD width="19%"></TD>

   <TD width="23%"></TD>

   <TD width="21%"></TD>

   <TD width="16%"></TD>

   <TD width="19%"></TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Forward Foreign</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=center><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Currency</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=center><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Exchange</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Foreign Currency</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Unrealized</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Contracts</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amounts</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Proceeds ($)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Appreciation ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><B><FONT size=1 face=Calibri,Bold,Arial,Helvetica,sans-serif>Sales:</FONT></B>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Barclays Bank</FONT></B>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">British Pound,</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Expiring</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/29/2016</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,280,000</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,685,456</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,367,639</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">317,817</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" colSpan=2 align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Common Wealth Bank of Australia</FONT></B>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Euro,</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Expiring</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/29/2016</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,535,000</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,856,184</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,816,306</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">39,878</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" colSpan=2 align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">British Pound,</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Expiring</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/29/2016</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,345,000</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,779,449</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,454,193</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">325,256</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Euro,</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Expiring</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/29/2016</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,935,000</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,172,034</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,149,725</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">22,309</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" colSpan=2 align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Morgan Stanley Capital Services</FONT></B>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Euro,</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">Expiring</FONT>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/29/2016</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,490,000</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,806,508</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,766,312</FONT>&nbsp;</TD>

   <TD align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">40,196</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 0pt" colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Gross Unrealized Appreciation</FONT></B>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=left>&nbsp;</TD>

   <TD align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">745,456</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>NOTES</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">At June 30, 2016, accumulated net unrealized depreciation on investments was $6,041,745, consisting of $6,555,454 gross unrealized appreciation and $12,597,199 gross unrealized depreciation.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">At June 30, 2016, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.</FONT></P></DIV>

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<P style="MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 12pt"><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Item 2.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Controls and Procedures.</FONT></B></P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">(a)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.</FONT></P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">(b)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.&nbsp; </FONT></P>

<P style="MARGIN: 0in 0in 12pt"><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Item 3.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exhibits.</FONT></B></P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">(a)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.</FONT></P></DIV>

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<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 12pt" align=center><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">FORM N-Q</FONT></B></P>

<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 24pt"><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">SIGNATURES<BR><BR></FONT></B></P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.</FONT></P>

<P style="MARGIN: 0in 0in 12pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"><FONT style="FONT-SIZE: 11pt" face=times>Dreyfus High Yield Strategies Fund</FONT></FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT><U><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">/s/ Bradley J. Skapyak</FONT></U></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bradley J. Skapyak</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; President</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Date:&nbsp;&nbsp;&nbsp; August 11, 2016</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;</FONT><U><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">/s/ Bradley J. Skapyak</FONT></U></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bradley J. Skapyak</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; President</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Date:&nbsp;&nbsp;&nbsp; August 11, 2016</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT><U><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">/s/ James Windels</FONT></U></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; James Windels</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasurer</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Date:&nbsp;&nbsp;&nbsp; August 11, 2016</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman"></FONT>&nbsp;</P>

<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 12pt" align=center><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">EXHIBIT INDEX</FONT></B></P>

<P style="MARGIN: 0in 0in 12pt 0.5in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">(a)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.&nbsp; (EX-99.CERT)</FONT></P></DIV>

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<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><B><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">SECTION 302 CERTIFICATION</FONT></B></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">I, Bradley J. Skapyak, certify that:</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 12pt" lang=EN-US face="Times New Roman">1.&nbsp; I have reviewed this report on Form N-Q of </FONT><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">Dreyfus High Yield Strategies Fund;</FONT></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">2.&nbsp; Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;</FONT></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">3.&nbsp; Based on my knowledge, the schedule of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</FONT></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">4.&nbsp; The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</FONT></P>

<P style="MARGIN-LEFT: 12pt; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;</FONT></P>

<P style="MARGIN-LEFT: 12pt; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;</FONT></P>

<P style="MARGIN-LEFT: 12pt; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and</FONT></P>

<P style="MARGIN-LEFT: 12pt; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; </FONT></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">5.&nbsp; The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):</FONT></P>

<P style="MARGIN-LEFT: 0.25in; MARGIN-RIGHT: 0in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and</FONT></P>

<P style="MARGIN: 0in 0in 0pt 0.25in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman">(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.</FONT></P>

<P style="MARGIN: 0in 0in 0pt 0.5in"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="times new roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT><U><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">/s/ Bradley J. Skapyak</FONT></U></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bradley J. Skapyak</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; President</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" lang=EN-US face="Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Date:&nbsp;&nbsp;&nbsp; August 11, 2016</FONT></P>

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<p align=center style="margin-left:0in;margin-right:0in;text-align:center;"><b><font face="times new roman" lang=EN-US style="font-size:11.0pt;">SECTION 302
CERTIFICATION</font></b></p>

<p style="margin-left:0in;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">I,
James Windels, certify that:</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">1.&#160; I have reviewed this report on
Form N-Q of Dreyfus High Yield Strategies Fund;</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">2.&#160; Based on my knowledge, this
report does not contain any untrue statement of a material fact or omit to
state a material fact necessary to make the statements made, in light of the
circumstances under which such statements were made, not misleading with
respect to the period covered by this report;</font></p>

<p style="margin-left:0in;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">3.&#160;
Based on my knowledge, the schedule of investments included in this report
fairly present in all material respects the investments of the registrant as of
the end of the fiscal quarter for which the report is filed;</font></p>

<p style="margin-left:0in;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">4.&#160; The
registrant's other certifying officer(s) and I are responsible for establishing
and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c)
under the Investment Company Act of 1940) and internal control over financial
reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)
for the registrant and have:</font></p>

<p style="margin-left:12.0pt;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">(a)
Designed such disclosure controls and procedures, or caused such disclosure
controls and procedures to be designed under our supervision, to ensure that
material information relating to the registrant, including its consolidated
subsidiaries, is made known to us by others within those entities, particularly
during the period in which this report is being prepared;</font></p>

<p style="margin-left:12.0pt;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">(b)
Designed such internal control over financial reporting, or caused such
internal control over financial reporting to be designed under our supervision,
to provide reasonable assurance regarding the reliability of financial
reporting and the preparation of financial statements for external purposes in
accordance with generally accepted accounting principles;</font></p>

<p style="margin-left:12.0pt;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">(c)
Evaluated the effectiveness of the registrant's disclosure controls and
procedures and presented in this report our conclusions about the effectiveness
of the disclosure controls and procedures, as of a date within 90 days prior to
the filing date of this report based on such evaluation; and</font></p>

<p style="margin-left:12.0pt;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">(d)
Disclosed in this report any change in the registrant's internal control over
financial reporting that occurred during the registrant's most recent fiscal
quarter that has materially affected, or is reasonably likely to materially
affect, the registrant's internal control over financial reporting; </font></p>

<p style="margin-left:0in;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">5.&#160; The
registrant's other certifying officer(s) and I have disclosed to the
registrant's auditors and the audit committee of the registrant's board of
directors (or persons performing the equivalent functions):</font></p>

<p style="margin-left:.25in;margin-right:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">(a)
All significant deficiencies and material weaknesses in the design or operation
of internal control over financial reporting which are reasonably likely to
adversely affect the registrant's ability to record, process, summarize, and
report financial information; and</font></p>

<p style="margin-bottom:.0001pt;margin-left:.25in;margin-right:0in;margin-top:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">(b)
Any fraud, whether or not material, that involves management or other employees
who have a significant role in the registrant's internal control over financial
reporting.</font></p>

<p style="margin-bottom:.0001pt;margin-left:.5in;margin-right:0in;margin-top:0in;"><font face="times new roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-indent:.25in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; By:&#160;&#160;&#160;&#160;&#160;&#160; </font><u><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">/s/ James Windels</font></u></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; James
Windels</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Treasurer</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Date:&#160;&#160;&#160; August
11, 2016</font></p>




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