<SEC-DOCUMENT>0001057861-18-000015.txt : 20180816
<SEC-HEADER>0001057861-18-000015.hdr.sgml : 20180816
<ACCEPTANCE-DATETIME>20180816122503
ACCESSION NUMBER:		0001057861-18-000015
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20180630
FILED AS OF DATE:		20180816
DATE AS OF CHANGE:		20180816
EFFECTIVENESS DATE:		20180816

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:			0331

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08703
		FILM NUMBER:		181022819

	BUSINESS ADDRESS:	
		STREET 1:		200 PARK AVENUE, 7TH FLOOR
		STREET 2:		THE DREYFUS CORPORATION
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10166
		BUSINESS PHONE:		2129226400

	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 NQ
<TEXT>

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<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 24pt"><B><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">FORM N-Q</FONT></P>

<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 12pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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-</FONT><FONT style="FONT-SIZE: 11pt; LETTER-SPACING: -0.1pt" face="Times New Roman">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 New Roman">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="MARGIN: 0in 0in 0pt"><FONT style="FONT-SIZE: 11pt" face="Times New Roman"></FONT>&nbsp;</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; 06/30/18</FONT></P></TD>

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

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

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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, 2018 (Unaudited)</FONT></P>

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   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

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   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7%</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Casinos - 3.4%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

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   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">725,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">763,969</FONT>&nbsp;</TD></TR>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,031</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12/20/23</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">978,130</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">808,450</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.00</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,252,906</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/26</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">682,594</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">8,491,080</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Collateralized Loan Obligations-Debt - 3.8%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2015-4A Cl. ER, 3 Month LIBOR +</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">5.95%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.12</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/20/30</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,009,129</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Chenango Park CLO,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2018-1A Cl. D, 3 Month LIBOR +</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">5.80%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.89</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/30</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,009,978</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Marble Point CLO XII,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2018-1A Cl. E, 3 Month LIBOR +</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">6.00%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.07</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/16/31</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,500,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,512,346</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">OZLM VI CLO,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2014-6A Cl. DS, 3 Month LIBOR +</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">6.05%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.40</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/17/31</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,015,070</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Rockford Tower CLO,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2018-1A Cl. E, 3 Month LIBOR +</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">5.85%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.11</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/20/31</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">750,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">752,899</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Ser. 2014-1A Cl. DR2, 3 Month LIBOR +</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">6.00%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.36</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/18/31</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,042,549</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">9,341,971</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Consumer Discretionary - 11.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,185,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,125,918</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP 6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/15/24</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">723,532</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Aston Martin Capital Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">950,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">973,038</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">835,188</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 cellSpacing=0 border=0>



<TR>

   <TD width="39%"></TD>

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

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

   <TD width="17%"></TD>

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

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

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Consumer Discretionary - 11.3% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Beazer Homes USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,100,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,171,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Brookfield Residential Properties,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">910,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">914,550</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,795,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,718,712</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,130,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,077,738</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.25</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,170,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,269,450</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,848,759</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,107,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,094,546</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,214,194</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,421,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,660,470</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">933,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">900,345</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">960,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">880,800</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,249,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,306,079</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,161,319</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP 8.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,244,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,724,992</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/31/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,270,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,153,662</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">27,754,792</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Consumer Staples - 3.6%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,930,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,776,175</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,110,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,904,275</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,390,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,971,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,199,656</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">8,851,856</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Energy - 20.4%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">12/15/24</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,986,225</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">995,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">907,938</FONT>&nbsp;</TD></TR></TABLE></DIV>

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<TR>

   <TD width="40%"></TD>

   <TD width="11%"></TD>

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

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

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   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Energy - 20.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">567,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">571,253</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/30/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,235,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,444,531</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,425,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,454,854</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/27</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">933,300</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">392,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">412,952</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,050,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,101,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Energy Transfer Equity,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,500,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,671,875</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,695,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,812,906</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">640,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">499,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,135,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,047,059</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Forum Energy Technologies,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/21</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">977,438</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,900,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,928,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">580,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">559,700</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,935,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,872,112</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,955,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,052,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,700,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,759,925</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Noble Holding International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">765,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">788,906</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,136,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,158,391</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,490,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,527,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,325,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,401,188</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.13</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,102,238</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/26</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,955,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,490,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,536,562</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,140,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,164,075</FONT>&nbsp;</TD></TR></TABLE></DIV>

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



<TR>

   <TD width="40%"></TD>

   <TD width="5%"></TD>

   <TD width="7%"></TD>

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

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

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

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

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="7%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon</FONT>&nbsp;</TD>

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" 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">Description</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right></TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><FONT size=1 face=Cambria>Rate (%)</FONT>&nbsp;&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP>&nbsp;</TD>

   <TD 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 style="BORDER-TOP: #000000 1px solid; 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 - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="7%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="12%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=left>&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">Energy - 20.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">SRC Energy,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">12/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,845,000</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">1,851,919</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">Trinidad Drilling,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,710,000</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">1,654,425</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">Unit,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">5/15/21</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</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,416,025</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">USA Compression Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">4/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,828,000</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">1,898,835</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">Whiting Petroleum,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">1/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,630,000</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">1,682,975</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">50,131,557</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">Financials - 16.4%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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="40%" 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="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">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">922,350</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">Ally Financial,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">11/1/31</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,515,000</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">1,810,425</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">AmWINS Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">7/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,150,000</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">1,170,125</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">Ashton Woods USA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">2/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">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">631,250</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">AssuredPartners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">8/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">b,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,592,250</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">Cabot Financial,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">8/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">637,600</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">Cabot Financial,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">10/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,005,335</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">DKT Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/17/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,121,575</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">Eagle Holding II,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">5/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,925,000</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">2,962,147</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">FBM Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">8/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,521,000</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">2,637,596</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">Garfunkelux Holdco 2,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Bonds</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="7%" align=right><FONT size=1 face=Cambria>11.00</FONT>&nbsp;&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,170,000</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">1,497,783</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">Garfunkelux Holdco 3,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">GBP</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">11/1/22</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>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">765,103</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">HUB International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">5/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,930,000</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">4,880,700</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">Icahn Enterprises,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">2/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">1,022,500</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">Icahn Enterprises,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" bgColor=#d9d9d9 width="40%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">2/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,075,000</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">1,087,094</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">International Lease Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" align=right><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">12/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">3,524,722</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">International Lease Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="7%" 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">1/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">1,440,587</FONT>&nbsp;</TD></TR></TABLE></DIV>

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<TR>

   <TD width="40%"></TD>

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

   <TD width="11%"></TD>

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

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

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

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   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon</FONT>&nbsp;</TD>

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" 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">Description</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right></TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face=Cambria>Rate (%)</FONT>&nbsp;&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP>&nbsp;</TD>

   <TD 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 style="BORDER-TOP: #000000 1px solid; 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 - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="18%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="13%" align=left>&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">Financials - 16.4% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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="40%" 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="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">893,998</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">Solera,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">3/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,650,000</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">2,956,419</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">Tempo Acquisition,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">6/1/25</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,c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="13%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,159,813</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">USIS Merger Sub,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">5/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,775,000</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">1,770,562</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">VFH Parent,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" bgColor=#d9d9d9 width="40%" 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 bgColor=#d9d9d9 width="8%" 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">6/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,805,000</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">1,874,944</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">Wand Merger,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">7/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">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">495,000</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">York Risk Services Holding,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">10/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,570,000</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">2,371,108</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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">40,230,986</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">Health Care - 15.7%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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="40%" 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="8%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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="18%" 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">644,896</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">Auris Luxembourg II,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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="18%" 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">1,417,554</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">Avantor,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">10/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">1,414,280</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">Endo Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.38</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="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">297,000</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">239,085</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">HCA,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">2/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">5,962,300</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">MPH Acquisition Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">6/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" 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">2,717,737</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">NVA Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">4/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,625,000</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">1,622,969</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">Ortho-Clinical Diagnostics,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">5/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,305,000</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">1,282,163</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">Polaris Intermediate,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">12/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,415,000</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">4,569,525</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">Prestige Brands,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">3/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,410,000</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">1,402,950</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">Synlab Unsecured Bondco,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" bgColor=#d9d9d9 width="40%" 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">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">7/1/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,125,000</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">2,623,251</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">Tenet Healthcare,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">4/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,235,000</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">2,341,162</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">Tenet Healthcare,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">6/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,005,000</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">2,002,494</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">Universal Hospital Services,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" bgColor=#d9d9d9 width="40%" 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 bgColor=#d9d9d9 width="8%" 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">8/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,165,000</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">2,167,706</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">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="11%" 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: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.88</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="18%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">710,000</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">669,619</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>

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

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Health Care - 15.7% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/25</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,068,375</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,235,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,327,194</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/26</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,926,312</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/31/27</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">370,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">376,475</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Valeant Pharmaceuticals International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">490,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">514,348</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">West Street Merger Sub,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,490,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,430,400</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">38,720,795</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Industrials - 12.1%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,385,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,357,300</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,875,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,999,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">425,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">449,969</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,465,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,579,006</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Brand Industrial Services,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,525,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,566,031</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/16/26</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,422,529</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.88</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,270,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,196,225</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/24</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,176,156</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,090,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,830,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,756,800</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,580,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,494,344</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,495,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,158,175</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/26</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,079,925</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/24</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,770,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">WFS Global Holding,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR 9.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">745,000</FONT></TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">916,037</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">405,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">384,750</FONT>&nbsp;</TD></TR></TABLE></DIV>

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<TR>

   <TD width="40%"></TD>

   <TD width="11%"></TD>

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

   <TD width="17%"></TD>

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

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   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;<SUP><FONT size=1 face=Cambria>a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Industrials - 12.1% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/1/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,300,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,285,625</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">29,682,372</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Information Technology - 12.4%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,440,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,456,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,480,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,515,150</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,400,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,279,640</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,895,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,009,343</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,695,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,708,475</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,450,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,488,063</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,450,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,646,156</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Laboratories,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/30/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,590,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,015,864</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Infor Software Parent,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,469,125</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.88</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,274,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,212,530</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">RP Crown Parent,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.38</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,795,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,852,799</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/30/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,435,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,568,621</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,150,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,086,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,275,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,087,312</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">30,396,028</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Materials - 20.7%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/27</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,495,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,427,725</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/23</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,847,687</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/39</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">935,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,078,756</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/15/23</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,291,425</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/31/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,440,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,472,400</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,490,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,642,687</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 cellSpacing=0 border=0>



<TR>

   <TD width="40%"></TD>

   <TD width="5%"></TD>

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

   <TD width="11%"></TD>

   <TD width="19%"></TD>

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

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

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="40%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Coupon</FONT>&nbsp;</TD>

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="12%" 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">Description</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=right>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face=Cambria>Rate (%)</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 width="4%" align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP></TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; 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 - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="8%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="11%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="12%" align=left>&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 - 20.7% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" 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">Big River Steel,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,275,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,343,477</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">BWAY Holding,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</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">4,695,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,589,362</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">Chemours,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">5/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" 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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,659,350</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">Consolidated Energy Finance,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">6/15/25</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,261,750</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">Constellium,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">3/1/25</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,949,281</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">CVR Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 width="40%" 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 bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,320,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,398,300</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">First Quantum Minerals,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</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">1,750,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,754,375</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">First Quantum Minerals,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">3/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,490,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,430,400</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">Flex Acquisition Co.,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">7/15/26</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">c</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">998,600</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">Hexion,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">4/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">870,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">816,843</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">Hillman Group,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,217,563</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">Horizon Parent Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">2/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,735,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,114,151</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">Hudbay Minerals,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">1/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,700,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,841,750</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">Kleopatra Holdings I,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">6/30/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">590,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">519,977</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">Kraton Polymers,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">4/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,480,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,539,200</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">Mercer International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">2/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">258,825</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">Mercer International,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">622,400</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">Novelis,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">8/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">840,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">842,100</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">Novelis,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="11%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/30/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">665,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">638,400</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">Reynolds Group Issuer,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">2,620,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,680,587</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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">2,030,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,184,990</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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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">6/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">830,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">911,963</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,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">4/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,325,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,320,031</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">United States Steel,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" 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="12%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" 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="5%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="8%" align=right><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">3/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">695,000</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="12%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">689,353</FONT>&nbsp;</TD></TR></TABLE></DIV>

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   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

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   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Materials - 20.7% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,240,500</FONT>&nbsp;</TD></TR>

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   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">W/S Packaging Holdings,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/15/23</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,451,450</FONT>&nbsp;</TD></TR>

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   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">51,035,658</FONT></B>&nbsp;</TD></TR>

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   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Real Estate - 1.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

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   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Greystar Real Estate Partners,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5.75</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,835,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,784,537</FONT>&nbsp;</TD></TR>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,450,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,392,290</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">3,176,827</FONT></B>&nbsp;</TD></TR>

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   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Telecommunications - 16.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">380,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">368,486</FONT>&nbsp;</TD></TR>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">405,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">362,981</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.13</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,900,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,900,000</FONT>&nbsp;</TD></TR>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,755,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,675,794</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,385,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,279,394</FONT>&nbsp;</TD></TR>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/25</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,190,625</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 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 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.75</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,915,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,936,862</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Scd. Bonds</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">EUR 10.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,150,000</FONT></TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,429,809</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.13</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,900,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,414,500</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,320,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,801,600</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.00</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6/1/36</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,350,000</FONT></TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,280,813</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Scd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">530,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">513,438</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10.50</FONT>&nbsp;</TD>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,076,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,010,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,213,175</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/15/20</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">590,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">590,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">770,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">768,075</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.75</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">390,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">412,425</FONT>&nbsp;</TD></TR></TABLE></DIV>

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



<TR>

   <TD width="42%"></TD>

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

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

   <TD width="17%"></TD>

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

   <TD width="14%"></TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

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

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

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Principal</FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amount ($)</FONT></TD>

   <TD bgColor=#d9d9d9 align=left><SUP><FONT size=1 face=Cambria>a</FONT></SUP>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Bonds and Notes - 139.7% (continued)</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Telecommunications - 16.3% (continued)</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8/1/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,385,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,461,797</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2/15/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">375,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">385,313</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8.75</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/15/32</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">579,150</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.00</FONT>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,175,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,199,969</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11.50</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/15/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,325,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6,310,125</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">40,151,081</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Utilities - 2.3%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5/15/26</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,400,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,498,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/15/27</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">950,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">980,875</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">The Williams Companies,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Sr. Unscd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.88</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/1/21</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,335,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,491,862</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Gtd. Notes</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.63</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/1/24</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,495,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,601,519</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">5,572,256</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 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 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 8.874pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $344,266,913)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">343,537,259</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD bgColor=#d9d9d9 colSpan=6>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Floating Rate Loan Interests - 3.6%</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Energy - .4%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Second Lien Term B Loan, 3 Month</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">LIBOR + 7.25%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.55</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">10/14/22</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,060,853</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">1,066,157</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Financials - 2.2%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Term Loan, 3 Month LIBOR + 6.00%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.98</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/14/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,130,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3,180,862</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Term Loan, 3 Month LIBOR + 6.00%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7.99</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">3/21/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,059,438</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,068,708</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Mayfield Agency Borrower,</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Term Loan, 3 Month LIBOR + 4.50%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.48</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1/31/25</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,288,213</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">5,537,783</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Information Technology - 1.0%</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Term Loan, 3 Month LIBOR + 4.75%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">6.73</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9/20/24</FONT>&nbsp;</TD>

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

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1,460,913</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

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

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Second Lien Term Loan, 3 Month LIBOR</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">+ 7.25%</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9.23</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">11/17/25</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">935,000</FONT></TD>

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

   <TD bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">925,650</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">2,386,563</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Total Floating Rate Loan Interests</FONT></B>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 8.874pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $9,021,816)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">8,990,503</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

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   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="39%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="20%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7-Day<FONT style="BACKGROUND-COLOR: #d9d9d9" size=3 face="Times New Roman">&nbsp;</FONT></FONT></TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="15%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="39%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Description</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="20%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Yield (%)</FONT></TD>

   <TD bgColor=#d9d9d9 width="19%" 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="15%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Value ($)</FONT></TD>

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

<TR vAlign=bottom>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="39%" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Other Investment - 2.2%</FONT></B>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="20%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="19%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="15%" align=left>&nbsp;</TD>

   <TD style="BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 width="4%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="39%" 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="20%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="15%" align=left>&nbsp;</TD>

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

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="39%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dreyfus Institutional Preferred</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="20%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="15%" align=left>&nbsp;</TD>

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

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 width="39%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Government Plus Money Market Fund</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="20%" align=left>&nbsp;</TD>

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

   <TD bgColor=#d9d9d9 width="3%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="15%" align=left>&nbsp;</TD>

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

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 width="39%" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">(cost $5,321,804)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="20%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">1.83</FONT></TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,321,804</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="15%" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">5,321,804</FONT></B></TD>

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

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="39%" 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 $358,610,533)</FONT>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="20%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">145.5</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="15%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">357,849,566</FONT></B></TD>

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

<TR vAlign=bottom>

   <TD bgColor=#d9d9d9 width="39%" 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="20%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">(45.5</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="15%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">(111,861,004</FONT></B></TD>

   <TD bgColor=#d9d9d9 width="4%" 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="39%" 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="20%" align=left>&nbsp;</TD>

   <TD bgColor=#d9d9d9 width="19%" 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="15%" align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">245,988,562</FONT></B></TD>

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

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

<DIV align=left>

<TABLE cellSpacing=0 border=0>



<TR>

   <TD width="100%"></TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">LIBOR&#8212;London Interbank Offered Rate</FONT></I>&nbsp;</TD></TR>

<TR>

   <TD>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">EUR&#8212;Euro</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">GBP&#8212;British Pound</FONT></I>&nbsp;</TD></TR></TABLE></DIV>

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

<DIV align=left>

<TABLE cellSpacing=0 border=0>



<TR>

   <TD width="99%"></TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif"><SUP>a </SUP>Amount stated in U.S. Dollars unless otherwise noted above.</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif"><SUP>b </SUP>Security, or portion thereof, has been pledged as collateral for Revolving Credit and Security Agreement.</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif"><SUP>c </SUP>Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.799pt" align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2018, these securities were valued at</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.799pt" align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">$217,325,072 or 88.35% of net assets.</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif"><SUP>d </SUP>Variable rate security&#8212;rate shown is the interest rate in effect at period end.</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif"><SUP>e </SUP>Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 10.799pt" align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">respective investment company&#8217;s prospectus.</FONT></I>&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, 2018 (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, 2018 in valuing the fund&#8217;s investments:</FONT></P>

<DIV align=left>

<TABLE cellSpacing=0 border=0>



<TR>

   <TD style="WIDTH: 259px"></TD>

   <TD style="WIDTH: 178px"></TD>

   <TD style="WIDTH: 151px"></TD>

   <TD style="WIDTH: 25px"></TD>

   <TD style="WIDTH: 142px"></TD>

   <TD style="WIDTH: 143px"></TD>

   <TD style="WIDTH: 34px"></TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Level 3 -</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Level 1 -</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Level 2 - Other</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Significant</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Unadjusted Quoted</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Significant</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Unobservable</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>

   <TD style="WIDTH: 178px; BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Prices </FONT></TD>

   <TD style="WIDTH: 151px; BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=Cambria>Observable Inputs</FONT></TD>

   <TD style="WIDTH: 25px; BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px; BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Inputs</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px; BORDER-BOTTOM: #000000 1px solid" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Total</FONT></B></TD>

   <TD style="WIDTH: 34px; BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px" align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Assets ($)</FONT></B>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Investments in Securities:</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.002pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Collateralized Loan Obligations</FONT><SUP><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">&#8224;</FONT></SUP>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">9,341,971</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">9,341,971</FONT></B></TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" 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 style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">334,195,288</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-&nbsp;&nbsp;</FONT></TD>

   <TD style="WIDTH: 143px" align=right><STRONG><FONT size=1 face=Cambria>334,195,288</FONT></STRONG>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Floating Rate Loan Interests</FONT><SUP><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">&#8224;</FONT></SUP>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">8,990,503</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">8,990,503</FONT></B></TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Registered Investment</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 7.201pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Company</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,321,804</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">5,321,804</FONT></B></TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Other Financial Instruments:</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Forward Foreign Currency</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px" align=center><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 style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">26,138</FONT></TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">26,138</FONT></B></TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Liabilities ($)</FONT></B>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Other Financial Instruments:</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Forward Foreign Currency</FONT>&nbsp;</TD>

   <TD style="WIDTH: 178px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 25px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=left>&nbsp;</TD>

   <TD style="WIDTH: 34px" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 259px; TEXT-INDENT: 0.001pt" 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 style="WIDTH: 178px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 151px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">(5,840</FONT></TD>

   <TD style="WIDTH: 25px" align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">)</FONT>&nbsp;</TD>

   <TD style="WIDTH: 142px" align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">-</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" align=right><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">(5,840</FONT></B></TD>

   <TD style="WIDTH: 34px" align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

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<TABLE cellSpacing=0 border=0>



<TR>

   <TD width="3%"></TD>

   <TD width="96%"></TD></TR>

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   <TD align=left><SUP><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">&#8224;</FONT></I>&nbsp;</SUP></TD>

   <TD align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">See Statement of Investments for additional detailed categorizations.</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD align=left><SUP><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">&#8224;&#8224;</FONT></I>&nbsp;</SUP></TD>

   <TD style="TEXT-INDENT: 0pt" align=left><I><FONT size=1 face="Garamond,Italic,Times New Roman,Times,serif">Amount shown represents unrealized appreciation (depreciation) at period end.</FONT></I>&nbsp;</TD></TR></TABLE></DIV>

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<P style="TEXT-ALIGN: left"><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>STATEMENT OF FORWARD FOREIGN CURRENCY EXCHANGE</FONT><BR><FONT size=3 face=Arial,Arial,Helvetica,sans-serif>CONTRACTS</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, 2018 (Unaudited)</FONT></P>

<DIV align=left>

<TABLE cellSpacing=0 border=0>



<TR>

   <TD style="WIDTH: 172px"></TD>

   <TD style="WIDTH: 162px"></TD>

   <TD style="WIDTH: 181px"></TD>

   <TD style="WIDTH: 143px"></TD>

   <TD style="WIDTH: 122px"></TD>

   <TD style="WIDTH: 176px"></TD>

   <TD style="WIDTH: 37px"></TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Counterparty/</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Purchased</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Sold</FONT>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Unrealized</FONT></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px; TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Purchased</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Currency</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Currency</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Currency </FONT></TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=right><FONT size=1 face=Cambria>Settlement</FONT></TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Appreciation</FONT></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px; BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Currency</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amounts</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Sold</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Amounts</FONT>&nbsp;</TD>

   <TD style="WIDTH: 122px; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Date</FONT></TD>

   <TD style="WIDTH: 176px; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=right><FONT size=1 face=Cambria>&nbsp;(Depreciation)($)</FONT>&nbsp;</TD>

   <TD style="WIDTH: 37px; BORDER-BOTTOM: #000000 1px solid" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px" bgColor=#d9d9d9 align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Barclays Bank</FONT></B>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">United States</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px; TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dollar</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,492,040</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Euro</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,130,000</FONT>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/31/18</FONT>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">(1,363</FONT></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">United States</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px; TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dollar</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7,110,638</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">British Pound</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">5,360,000</FONT>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/31/18</FONT>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">26,138</FONT></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 336px" bgColor=#d9d9d9 colSpan=2 align=left><B><FONT size=1 face="Cambria,Bold,Times New Roman,Times,serif">Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">United States</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px; TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dollar</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,820,108</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Euro</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">2,410,000</FONT>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/31/18</FONT>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">(1,066</FONT></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 336px" bgColor=#d9d9d9 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 style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">United States</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 172px; TEXT-INDENT: 7.199pt" bgColor=#d9d9d9 align=left><FONT color=#141414 size=1 face="Cambria,Times New Roman,Times,serif">Dollar</FONT>&nbsp;</TD>

   <TD style="WIDTH: 162px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,807,802</FONT>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">Euro</FONT>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">4,110,000</FONT>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">7/31/18</FONT>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><FONT size=1 face="Cambria,Times New Roman,Times,serif">(3,411</FONT></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left><FONT size=1 face="Cambria,Times New Roman,Times,serif">)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 336px" bgColor=#d9d9d9 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 style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">26,138</FONT></B></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="WIDTH: 336px" bgColor=#d9d9d9 colSpan=2 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">Gross Unrealized Depreciation</FONT></B>&nbsp;</TD>

   <TD style="WIDTH: 181px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 143px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 122px" bgColor=#d9d9d9 align=left>&nbsp;</TD>

   <TD style="WIDTH: 176px" bgColor=#d9d9d9 align=right><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">(5,840</FONT></B></TD>

   <TD style="WIDTH: 37px" bgColor=#d9d9d9 align=left><B><FONT color=#141414 size=1 face="Cambria,Bold,Times New Roman,Times,serif">)</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">See notes to financial statements.</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 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 (&#8220;forward contracts&#8221;) are valued each business day by an independent pricing service (the &#8220;Service&#8221;) approved by the fund's Board Members (the &#8220;Board&#8221;). 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 is engaged 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 accurately reflect 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 such securities 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, 2018 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 on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its</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">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>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">At June 30, 2018, accumulated net unrealized depreciation on investments was $760,967, consisting of $6,601,096 gross unrealized appreciation and $7,362,063 gross unrealized depreciation.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face="Garamond,Times New Roman,Times,serif">At June 30, 2018, 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"><B><FONT lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">Item 2.&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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">Item 3.&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 lang=EN-US style="FONT-SIZE: 11pt" 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 align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">FORM N-Q</font></b></p>

<p style="margin-bottom:24.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">SIGNATURES<br>
<br>
</font></b></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">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-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Dreyfus High Yield
Strategies Fund</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">By:&#160;&#160;&#160;&#160;&#160;&#160; </font><u><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">/s/ Bradley J.
Skapyak</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; Bradley J.
Skapyak</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; President</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Date:&#160;&#160;&#160; August 15, 2018</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">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;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">By:&#160;&#160;&#160;&#160;&#160;&#160; </font><u><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">/s/ Bradley J.
Skapyak</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; Bradley J.
Skapyak</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; President</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Date:&#160;&#160;&#160; August 15, 2018</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">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; 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; Treasurer</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Date:&#160;&#160;&#160; August 15, 2018</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p align=center style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">EXHIBIT INDEX</font></b></p>

<p style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">(a)&#160;&#160;&#160;&#160;&#160;&#160;&#160; Certifications of principal executive and principal
financial officers as required by Rule 30a-2(a) under the Investment Company
Act of 1940.&#160; (EX-99.CERT)</font></p>




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<P style="TEXT-ALIGN: center; MARGIN: 0in 0in 0pt" align=center><B><FONT lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">SECTION 302 CERTIFICATION</FONT></B></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" face="times new roman">I, Bradley J. Skapyak, certify that:</FONT></P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 12pt; TEXT-INDENT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">1.&nbsp; I have reviewed this report on Form N-Q of Dreyfus High Yield Strategies Fund;</FONT></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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: 13.5pt; MARGIN-RIGHT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 13.5pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" face="times new roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">/s/ Bradley J. Skapyak</FONT></U></P>

<P style="MARGIN: 0in 0in 0pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 15, 2018</FONT></P></DIV>

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<P style="TEXT-ALIGN: center; MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in" align=center><B><FONT lang=EN-US style="FONT-SIZE: 11pt" face="times new roman">SECTION 302 CERTIFICATION</FONT></B></P>

<P style="MARGIN-LEFT: 0in; MARGIN-RIGHT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" face="times new roman">I, James Windels, certify that:</FONT></P>

<P style="TEXT-ALIGN: justify; MARGIN: 0in 0in 12pt; TEXT-INDENT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">1.&nbsp; I have reviewed this report on Form N-Q of Dreyfus High Yield Strategies Fund;</FONT></P>

<P style="MARGIN: 0in 0in 12pt; TEXT-INDENT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" 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: 13.5pt; MARGIN-RIGHT: 0in"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 13.5pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 lang=EN-US style="FONT-SIZE: 11pt" face="times new roman"></FONT>&nbsp;</P>

<P style="MARGIN: 0in 0in 0pt; TEXT-INDENT: 0.25in"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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; By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT><U><FONT lang=EN-US style="FONT-SIZE: 11pt" face="Times New Roman">/s/ James Windels</FONT></U></P>

<P style="MARGIN: 0in 0in 0pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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; James Windels</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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; Treasurer</FONT></P>

<P style="MARGIN: 0in 0in 0pt"><FONT lang=EN-US style="FONT-SIZE: 11pt" 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 15, 2018</FONT></P></DIV>

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