<SEC-DOCUMENT>0001057861-21-000002.txt : 20210528
<SEC-HEADER>0001057861-21-000002.hdr.sgml : 20210528
<ACCEPTANCE-DATETIME>20210528123455
ACCESSION NUMBER:		0001057861-21-000002
CONFORMED SUBMISSION TYPE:	N-CSR
PUBLIC DOCUMENT COUNT:		7
CONFORMED PERIOD OF REPORT:	20210331
FILED AS OF DATE:		20210528
DATE AS OF CHANGE:		20210528
EFFECTIVENESS DATE:		20210528

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BNY MELLON HIGH YIELD STRATEGIES FUND
		CENTRAL INDEX KEY:			0001057861
		IRS NUMBER:				134001109
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			0331

	FILING VALUES:
		FORM TYPE:		N-CSR
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08703
		FILM NUMBER:		21978429

	BUSINESS ADDRESS:	
		STREET 1:		C/O BNY MELLON INVESTMENT ADVISER, INC.
		STREET 2:		240 GREENWICH STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10286
		BUSINESS PHONE:		2129226400

	MAIL ADDRESS:	
		STREET 1:		C/O BNY MELLON INVESTMENT ADVISER, INC.
		STREET 2:		240 GREENWICH STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10286

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	DREYFUS HIGH YIELD STRATEGIES FUND
		DATE OF NAME CHANGE:	19980316
</SEC-HEADER>
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<SEQUENCE>1
<FILENAME>lp1.htm
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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: bold 11pt Times New Roman, Times, Serif; margin: 0 0 24pt; text-align: center">UNITED STATES<BR>
SECURITIES AND EXCHANGE COMMISSION<BR>
Washington, D.C. 20549</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center">FORM N-CSR</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center">CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT<BR>
INVESTMENT COMPANIES</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD COLSPAN="3" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">Investment Company Act file number</FONT></TD>
    <TD COLSPAN="4" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">811-08703 </FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="3" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 11pt">BNY Mellon High Yield Strategies Fund </FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 11pt">(Exact name of Registrant as specified in charter)</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">c/o BNY Mellon Investment Adviser, Inc.</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">240 Greenwich Street</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">New York, New York 10286</P></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 11pt">(Address of principal executive offices)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Zip code)</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">Bennett A. MacDougall, Esq.</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">240 Greenwich Street</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center">New York, New York 10286</P></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 11pt">(Name and address of agent for service)</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="7" STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="4" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">Registrant's telephone number, including area code:&nbsp;&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">(212) 922-6400</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="2">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Date of fiscal year end:</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">03/31</FONT></TD>
    <TD COLSPAN="2">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">Date of reporting period:</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">03/31/2021</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P></TD>
    <TD COLSPAN="2">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 18%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 32%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD></TR>
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>FORM N-CSR</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><B>Item 1. &#9;Reports to Stockholders.</B></P>

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<p style="color:#292526; font-family:Serif; font-size:24.0pt; font-style:normal; font-weight:normal;
text-align:center;">BNY Mellon High Yield Strategies Fund</p><table cellpadding="2" cellspacing="0" width="57%"
align="center" style="clear:both"><tr style="font-size:1pt;"><td style="width:100%">&nbsp;</td></tr><tr><td
style="background-color:#cccccc; font-size:1pt; vertical-align:middle;"><p style="color:#000000; font-family:Arial;
font-size:16.0pt; font-style:normal; font-weight:bold; text-align:center;">ANNUAL REPORT</p><p style="color:#000000;
font-family:Arial; font-size:16.0pt; font-style:normal; font-weight:normal; text-align:center;">March
31, 2021</p></td></tr></table><table cellpadding="2" cellspacing="0" width="100%" style="clear:both"><tr
style="font-size:1pt;"><td style="width:100%">&nbsp;</td></tr><tr><td style="font-size:1pt; vertical-align:top;"><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:right;"><img src="img_3bba13f65dc54.jpg"></p></td></tr></table>




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<table cellpadding="2" cellspacing="0" width="82%" align="center" style="clear:both"><tr style="font-size:1pt;"><td
style="width:100%">&nbsp;</td></tr><tr><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
border-left:0.5pt; border-left-color:#000000; border-left-style:solid; border-right:0.5pt; border-right-color:#000000;
border-right-style:solid; border-top:0.5pt; border-top-color:#000000; border-top-style:solid; font-size:1pt;
vertical-align:top;"><p style="font-family:Serif; font-size:9.5pt; font-style:normal; font-weight:bold;
text-align:center;">BNY Mellon High Yield Strategies Fund</p><p style="font-family:Serif; font-size:9.5pt;
font-style:normal; font-weight:bold; text-align:center;">Protecting Your Privacy<br>Our Pledge to You</p><p
style="font-family:Bembo; font-size:9.5pt; font-style:normal; font-weight:normal; margin-left:05.75pt;
text-align:justify;"><font style="font-family:Bembo; font-weight:bold;">THE FUND IS COMMITTED TO YOUR
PRIVACY.</font> On this page, you will find the fund&#8217;s policies and practices for collecting, disclosing,
and safeguarding &#8220;nonpublic personal information,&#8221; which may include financial or other customer
information. These policies apply to individuals who purchase fund shares for personal, family, or household
purposes, or have done so in the past. This notification replaces all previous statements of the fund&#8217;s
consumer privacy policy, and may be amended at any time. We&#8217;ll keep you informed of changes as required
by law.</p><p style="font-family:Bembo; font-size:9.5pt; font-style:normal; font-weight:normal; margin-left:05.75pt;
text-align:justify;"><font style="font-family:Bembo; font-weight:bold;">YOUR ACCOUNT IS PROVIDED IN A
SECURE ENVIRONMENT.</font> The fund maintains physical, electronic and procedural safeguards that comply
with federal regulations to guard nonpublic personal information. The fund&#8217;s agents and service providers
have limited access to customer information based on their role in servicing your account.</p><p style="font-family:Bembo;
font-size:9.5pt; font-style:normal; font-weight:normal; margin-left:05.75pt; text-align:justify;"><font
style="font-family:Bembo; font-weight:bold;">THE FUND COLLECTS INFORMATION IN ORDER TO SERVICE AND ADMINISTER
YOUR ACCOUNT. </font>The fund collects a variety of nonpublic personal information, which may include:</p><p
style="font-family:Bembo; font-size:9.5pt; font-style:normal; font-weight:normal; margin-left:19.70pt;
text-align:justify; text-indent:-13.70pt;">&#8226;<font style="word-spacing:7.85pt;">&nbsp;</font>Information
we receive from you, such as your name, address, and social security number.</p><p style="font-family:Bembo;
font-size:9.5pt; font-style:normal; font-weight:normal; margin-left:19.70pt; text-align:justify; text-indent:-13.70pt;">&#8226;<font
style="word-spacing:7.85pt;">&nbsp;</font>Information about your transactions with us, such as the purchase
or sale of fund shares.</p><p style="font-family:Bembo; font-size:9.5pt; font-style:normal; font-weight:normal;
margin-left:19.70pt; text-align:justify; text-indent:-13.70pt;">&#8226;<font style="word-spacing:7.85pt;">&nbsp;</font>Information
we receive from agents and service providers, such as proxy voting information.</p><p style="font-family:Bembo;
font-size:9.5pt; font-style:normal; font-weight:bold; margin-left:05.75pt; text-align:left;">THE FUND
DOES NOT SHARE NONPUBLIC PERSONAL INFORMATION WITH ANYONE, EXCEPT AS PERMITTED BY LAW.</p><p style="font-family:Bembo;
font-size:9.5pt; font-style:italic; font-weight:bold; margin-left:05.75pt; text-align:left;">Thank you
for this opportunity to serve you.</p></td></tr></table><table cellpadding="2" cellspacing="0" width="77%"
style="clear:both"><tr style="font-size:1pt;"><td style="width:100%">&nbsp;</td></tr><tr><td style="font-size:1pt;
vertical-align:top;"><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal;
text-align:justify;">The views expressed in this report reflect those of the portfolio manager(s) only
through the end of the period covered and do not necessarily represent the views of BNY Mellon Investment
Adviser, Inc. or any other person in the BNY Mellon Investment Adviser, Inc. organization. Any such views
are subject to change at any time based upon market or other conditions and BNY Mellon Investment Adviser,
Inc. disclaims any responsibility to update such views. These views may not be relied on as investment
advice and, because investment decisions for a fund in the BNY Mellon Family of Funds are based on numerous
factors, may not be relied on as an indication of trading intent on behalf of any fund in the BNY Mellon
Family of Funds.</p></td></tr><tr><td style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td style="border-bottom:1.0pt; border-bottom-color:#000000;
border-bottom-style:solid; border-left:1.0pt; border-left-color:#000000; border-left-style:solid; border-right:1.0pt;
border-right-color:#000000; border-right-style:solid; vertical-align:middle;"><p style="font-family:Serif;
font-size:9.5pt; font-style:normal; font-weight:normal; text-align:center;">Not FDIC-Insured &#8226; Not
Bank-Guaranteed &#8226; May Lose Value</p></td></tr></table>

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<p style="font-family:Arial; font-size:28.0pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:justify;">Contents</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
margin-left:108.00pt; text-align:left;">THE  FUND</p><table cellpadding="0" cellspacing="0" width="100%"
style="clear:both"><tr style="font-size:1pt;"><td style="width:77.67%">&nbsp;</td><td style="width:22.33%">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
margin-left:108.00pt; text-align:left;"><a href="#1"><font style="font-family:Serif; font-style:normal;
font-weight:normal;">Discussion of Fund Performance</font></a></p></td><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#1"><font
style="font-family:Serif; font-style:normal; font-weight:normal;">2</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#2"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Selected
Information</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#2"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">5</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#3"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Investments</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#3"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">6</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#4"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Investments</font><br><font style="font-family:Serif; font-style:normal; font-weight:normal;">   in
Affiliated Issuers</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#4"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">18</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#5"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Forward Foreign </font><br><font style="font-family:Serif; font-style:normal; font-weight:normal;">
   Currency Exchange Contracts</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#5"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">19</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#6"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Assets and Liabilities</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#6"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">20</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#7"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Operations</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#7"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">21</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#8"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Cash Flows</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#8"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">22</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#9"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Statement
of Changes in Net Assets</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#9"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">23</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#10"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Financial
Highlights</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#10"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">24</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#11"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Notes
to Financial Statements</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#11"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">25</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#12"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Report
of Independent Registered</font><br><font style="font-family:Serif; font-style:normal; font-weight:normal;">
   Public Accounting Firm</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#12"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">38</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#13"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Additional
Information</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#13"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">39</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#14"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Important
Tax Information</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#14"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">58</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#15"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Information
About the Renewal of</font><br><font style="font-family:Serif; font-style:normal; font-weight:normal;">
  the Fund&#8217;s Management Agreement</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#15"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">59</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#16"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Board
Members Information</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:right;"><a href="#16"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">63</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#17"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Officers
of the Fund</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#17"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">66</font></a></p></td></tr><tr><td style="vertical-align:bottom;"><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt;
text-align:left;"><a href="#18"><font style="font-family:Serif; font-style:normal; font-weight:normal;">Officers
and Trustees</font></a></p></td><td style="vertical-align:bottom;"><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:right;"><a href="#18"><font style="font-family:Serif;
font-style:normal; font-weight:normal;">69</font></a></p></td></tr></table><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:108.00pt; text-align:left;">FOR  MORE  INFORMATION </p><div style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid;
margin-top:12pt; padding:0pt 0pt 1pt 0pt;"><div style="font-family:Serif; font-size:1.0pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="word-spacing:1.0pt;">&nbsp;</font></div></div><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; margin-left:108.00pt; text-align:left;">Back
Cover</p>

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<p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-size:11.5pt; font-weight:normal;">DISCUSSION OF FUND PERFORMANCE</font>
<font style="font-family:Arial; font-size:9.0pt; font-weight:normal;">(Unaudited)</font></p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;"><a name="1"></a><font style="font-family:Serif;
font-style:normal; font-weight:normal;"> </font></p><p style="font-family:Serif; font-size:10.0pt; font-style:italic;
font-weight:normal; text-align:left;">For the period from April 1, 2020 through March 31, 2021, as provided
by Chris Barris and Kevin Cronk, Portfolio Managers</p><p style="font-family:Arial; font-size:10.0pt;
font-style:normal; font-weight:bold; text-align:left;">Market and Fund Performance Overview</p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">For the 12-month period
ended March 31, 2021, BNY Mellon High Yield Strategies Fund produced a total return of 39.71% on a net-asset-value
basis and a return of 49.32% on a market basis.<font style="font-family:Serif; font-style:normal; font-weight:normal;"><sup>1</sup></font>
Over the same time period, the fund provided aggregate income dividends of $0.258 per share.<font style="font-family:Serif;
font-style:normal; font-weight:normal;"><sup> </sup></font>In comparison, the ICE BofA Merrill Lynch
U.S. High Yield Master II Constrained Index (the &#8220;Index&#8221;), the fund&#8217;s benchmark, posted a total
return of 23.22% for the same period.<font style="font-family:Serif; font-style:normal; font-weight:normal;"><sup>2</sup></font></p><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">High
yield corporate bonds produced positive returns over the reporting period, supported in part by accommodative
central bank policies, improving investor risk appetites and recovering asset values off of an historic
drawdown prior to the start of the period. The fund outperformed the Index, due in part to its asset
allocation and issue selection decisions within the high yield and structured credit areas of the market.
</p><p style="font-family:Arial; font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">The
Fund&#8217;s Investment Approach</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal;
text-align:justify;">The fund primarily seeks high current income. The fund also seeks capital growth
as a secondary objective, to the extent consistent with its objective of seeking high current income.
The fund invests primarily in fixed-income securities of below-investment-grade credit quality. Issuers
of below-investment-grade securities may include companies in early stages of development and companies
with a highly leveraged financial structure. To compensate investors for taking on greater risk, such
companies typically must offer higher yields than those offered by more established or conservatively
financed companies. The fund may invest up to 10% of its total assets in floating-rate loans.</p><p style="font-family:Arial;
font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Supportive Policies and Improving
Investor Sentiment Drives Market Activity</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal;
font-weight:normal; text-align:justify;">Prior to the start of the period, an historic drawdown occurred
due to the spread of COVID-19. The bottom fell out of many global markets, and valuations plummeted as
businesses closed, people lost their jobs, and the economy was imperiled. However, starting with such
low valuations gave asset prices a lot of room to run over the 12 months. As the shock of the initial
lockdown wore off, and some businesses found ways to function within the new restrictions, asset prices
began to recover. The positive effect of governmental stimulus and supportive central bank policies could
be seen in consumer spending figures and some pockets of the economy. Against this backdrop, risk assets
rallied throughout much of the period on continued support from central bank and governmental activity
intended to counteract the economic effects of widespread COVID-19 lockdowns and business closures. Investor
sentiment also improved as COVID-19 infection rates fell during the summer and early fall, and lockdown
measures eased, allowing economic activity to pick up in some parts of the world. Emerging-market sovereign
debt and high yield debt recovered from March lows. Spreads generally continued to tighten until the
late fall, when concerns about rising infection rates and renewed economic closures sparked renewed spread
widening and volatility reentered the market.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">2</font></p>

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<p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">However,
the tide turned in November when news of potential viable vaccines surfaced. Investor sentiment lifted,
and a strong risk-on rally began, particularly in areas of the market that were hard hit by the pandemic,
such as travel and leisure names, and low-quality and distressed debt. During the last several months
of the period, the U.S. Treasury yield curve began a steepening trend as investors anticipated economic
reopening, and concerns surfaced about potential increases in inflation. Securities offering a hedge
against inflation rallied, while long-dated Treasuries underperformed the broader market. High yield
securities generally offered strong returns for the period.</p><p style="font-family:Arial; font-size:10.0pt;
font-style:normal; font-weight:bold; text-align:left;">Sector Allocation and Security Selection Benefit
Results</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">Over
the reporting period, the fund&#8217;s results were helped by sector allocation and security selection decisions.
The fund&#8217;s allocation to high yield corporate credits was helpful, as many of these assets rallied
from record low valuations during the year. Bonds issued by telecommunications and Energy companies performed
particularly well. Investments in collateralized loan obligations (CLOs) were also among the leading
drivers of outperformance. From a security selection standpoint, the fund invested in several &#8220;fallen
angels&#8221; during the months of March and April, when several large companies had their debt downgraded.
A &#8220;fallen angel&#8221; is a bond that is downgraded from investment grade (BBB) to high yield (BB). When
this downgrade happens, the bond often faces pricing implications. These fallen angel positions rallied
hard during the period, appreciating from a deep discount of 40 to 70 cents on the dollar at the time
of purchase to over 100 cents on the dollar at the end of the period. These bonds contributed to the
fund&#8217;s outperformance. In addition, credits issued by packaging and health care companies also bolstered
results.</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">Conversely,
relative returns were constrained by an overweight to credits issued by the broadcasting industry. Broadcasting
companies faced difficulties during the period as revenues from advertisers dwindled, when televised
sporting events were postponed or canceled due to the pandemic. In addition, credits issued by financial
companies also struggled until the very end of the 12-month period due to the low-rate environment. An
overweight to financials companies was also a relative detractor.</p><p style="font-family:Arial; font-size:10.0pt;
font-style:normal; font-weight:bold; text-align:left;">Positioned for Economic Improvement</p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">We expect the economic
landscape to continue to improve over the next 12 months. Some of the benefit will come from economic
reopening and businesses that are once again able to function normally. We also think the significant
amount of stimulus pumped into the system by the U.S. Federal Reserve and U.S. Government will also continue
to support asset prices. These stimulative actions have expanded liquidity runways for corporate America,
giving companies an opportunity to extend the maturity profile of their debt, refinancing at record low
rates. We also expect defaults to continue to decline as the economy improves. For now, spreads are tighter
than their historical average. However, we think that with a low level of </p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">3</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-size:10.0pt; font-weight:normal;">DISCUSSION OF FUND PERFORMANCE</font><font
style="font-family:Serif; font-style:normal; font-size:10.0pt; font-weight:normal;"> </font>(Unaudited)<font
style="font-family:Arial; font-style:italic; font-weight:normal;"> (continued)</font></p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;">defaults and an accommodative
environment, spread levels can remain steady, supported by corporate fundamentals and market supply and
demand dynamics.</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal;
text-align:justify;">April 15, 2021</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font style="font-family:Serif;
font-style:italic; font-weight:normal;"><sup>1</sup></font><font style="font-family:Serif; font-style:italic;
font-weight:normal;"><sup><font style="word-spacing:8.0pt;">&nbsp;</font></sup></font><font style="font-family:Serif;
font-style:italic; font-weight:bold;">DUE TO RECENT MARKET VOLATILITY, CURRENT PERFORMANCE MAY BE DIFFERENT
THAN THE FIGURES SHOWN. Investors should note that the fund&#8217;s short-term performance is highly unusual,
in part to unusually favorable market conditions, and is unlikely to be repeated or consistently achieved
in the future.</font> Total return includes reinvestment of dividends and any capital gains paid, based
upon net asset value per share or market price per share, as applicable. Past performance is no guarantee
of future results. Share price, yield and investment return fluctuate such that upon redemption, fund
shares may be worth more or less than their original cost. </p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>2</sup></font><font style="font-family:Serif;
font-style:italic; font-weight:normal;"><sup><font style="word-spacing:8.0pt;">&nbsp;</font></sup></font>Source:
FactSet &#8212; The ICE BofA Merrill Lynch U.S. High Yield Master II Constrained Index contains all securities
in the ICE BofA Merrill Lynch U.S. High Yield Index but caps issuer exposure at 2%. Index constituents
are capitalization-weighted, based on their current amount outstanding, provided the total allocation
to an individual issuer does not exceed 2%. Issuers that exceed the limit are reduced to 2%, and the
face value of each of their bonds is adjusted on a pro-rata basis. Similarly, the face values of bonds
of all other issuers that fall below the 2% cap are increased on a pro-rata basis. In the event there
are fewer than 50 issuers in the Index, each is equally weighted, and the face values of their respective
bonds are increased or decreased on a pro-rata basis. Investors cannot invest directly in any index.</p><p
style="font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">Bonds
are subject generally to interest-rate, credit, liquidity and market risks, to varying degrees. Generally,
all other factors being equal, bond prices are inversely related to interest-rate changes, and rate increases
can cause price declines. High yield bonds are subject to increased credit risk and are considered speculative
in terms of the issuer&#8217;s perceived ability to continue making interest payments on a timely basis and
to repay principal upon maturity. The use of leverage may magnify the fund&#8217;s gains or losses. For derivatives
with a leveraging component, adverse changes in the value or level of the underlying asset can result
in a loss that is much greater than the original investment in the derivative.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">Recent market risks include
pandemic risks related to COVID-19. The effects of COVID-19 have contributed to increased volatility
in global markets and will likely affect certain countries, companies, industries and market sectors
more dramatically than others. To the extent the fund may overweight its investments in certain countries,
companies, industries or market sectors, such positions will increase the fund&#8217;s exposure to risk of
loss from adverse developments affecting those countries, companies, industries or sectors.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">The fund may, but is not required
to, use derivative instruments. A small investment in derivatives could have a potentially large impact
on the fund&#8217;s performance. The use of derivatives involves risks different from, or possibly greater
than, the risks associated with investing directly in the underlying assets.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">4</p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">SELECTED INFORMATION<br>
March 31,
2021 (Unaudited)</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal;
text-align:left;"><a name="2"></a><font style="font-family:Serif; font-style:normal; font-weight:normal;">
</font></p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:12.48%">&nbsp;</td><td style="width:3.78%">&nbsp;</td><td style="width:15.61%">&nbsp;</td><td
style="width:1.19%">&nbsp;</td><td style="width:10.52%">&nbsp;</td><td style="width:11.96%">&nbsp;</td><td
style="width:22.14%">&nbsp;</td><td style="width:.39%">&nbsp;</td><td style="width:20.53%">&nbsp;</td><td
style="width:1.4%">&nbsp;</td></tr><tr><td colspan="10" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Market
Price per share March 31, 2021</p></td><td colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">$3.09
</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Shares Outstanding March
31, 2021</p></td><td colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">72,707,688
</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">New York Stock Exchange
Ticker Symbol</p></td><td colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">DHF</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">MARKET PRICE (NEW YORK
STOCK EXCHANGE)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="8" style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;">Fiscal
Year Ended March 31, 2021</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p style="font: normal bold 8pt Cambria; color: #000000; text-align: right">Quarter
<br>Ended <br>June 30, 2020</p></td><td colspan="3" style="text-align: right; background-color: #d9d9d9; border-bottom: #000000 0.5pt solid; vertical-align: bottom"><p style="font: normal bold 8pt Cambria; color: #000000; text-align: right">Quarter
<br>Ended <br>September 30, 2020</p></td><td style="text-align: right; background-color: #d9d9d9; border-bottom: #000000 0.5pt solid; vertical-align: bottom"><p style="font: normal bold 8pt Cambria; color: #000000; text-align: right">Quarter <br>Ended <br>December 31, 2020</p></td><td colspan="2" style="text-align: right; background-color: #d9d9d9; border-bottom: #000000 0.5pt solid; vertical-align: bottom"><p style="font: normal bold 8pt Cambria; color: #000000; text-align: right">Quarter <br>Ended <br>March 31, 2021</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">High</p></td><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">$2.73</p></td><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">$2.80</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">$3.03</p></td><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">$3.10</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Low</p></td><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2.08</p></td><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2.56</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.67</p></td><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.93</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Close</p></td><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2.56</p></td><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2.71</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.00</p></td><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.09</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;"><font style="color:#141414;
font-family:Cambria; font-weight:bold;">PERCENTAGE GAIN (LOSS) </font>based on change in Market Price<font
style="color:#141414; font-family:Cambria; font-weight:normal;"><sup>&#8224;</sup></font></p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">April 29, 1998 (commencement of operations) through March 31,
2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">165.16%</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April 1, 2011 through
March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">74.76</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April
1, 2016 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">55.34</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April
1, 2020 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">49.32</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">July
1, 2020 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">29.06</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">October
1, 2020 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">19.07</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">January
1, 2021 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">4.44</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="2"
style="background-color:#d9d9d9;  font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="3" style="background-color:#d9d9d9;  font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">NET ASSET VALUE PER SHARE</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April 29, 1998 (commencement
of operations)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">$15.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">March
31, 2020</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.59</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">June
30, 2020</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.95</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">September
30, 2020</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.09</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">December
31, 2020</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.27</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">March
31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.30</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;"><font
style="color:#141414; font-family:Cambria; font-weight:bold;">PERCENTAGE GAIN (LOSS) </font>based on
change in Net Asset Value<font style="color:#141414; font-family:Cambria; font-weight:normal;"><sup>&#8224;</sup></font></p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April 29, 1998 (commencement
of operations) through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">183.05%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April
1, 2011 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">104.99</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April
1, 2016 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">59.21</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">April
1, 2020 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">39.71</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">July
1, 2020 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">19.56</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">October
1, 2020 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">11.47</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="8"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">January
1, 2021 through March 31, 2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.28</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:top">&nbsp;</td></tr></table><p style="font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#8224;</sup></font><font style="font-family:Serif;
font-style:italic; font-weight:normal;"><sup><font style="word-spacing:8.0pt;">&nbsp;</font></sup></font>With
dividends reinvested.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">5</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT OF INVESTMENTS<br>
March
31, 2021</p><p style="font-family:Serif; font-size:1.0pt; font-style:normal;
font-weight:normal; text-align:left;"><a name="3"></a></p><table cellpadding="0" cellspacing="0" width="100%"
style="clear:both"><tr style="font-size:1pt;"><td style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td
style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:15%">&nbsp;</td><td style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description
</p></td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon
<br>Rate (%)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount ($)</p></td><td style="text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% </p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Advertising
- 2.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Advantage
Sales &amp; Marketing, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">11/15/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">955,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">994,991</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Clear Channel International, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,205,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,263,876</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Outfront Media Capital, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">975,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">986,398</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Terrier Media Buyer, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,248,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,423,175</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">5,668,440</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Aerospace
&amp; Defense - 1.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">TransDigm,
Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3/15/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,440,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,528,495</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">TransDigm, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">310,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">337,900</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">TransDigm UK Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,440,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,520,100</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">3,386,495</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Airlines
- 2.3% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">American
Airlines, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/20/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">680,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">708,519</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">American Airlines, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/20/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">617,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">657,043</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">American Airlines, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">11.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,750,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,166,920</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">American Airlines Group, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,285,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,098,457</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Hawaiian Brand Intellectual Property, Sr. Scd. Notes</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5.75</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1/20/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">812,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">863,846</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">5,494,785</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Automobiles
&amp; Components - 6.1% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">American
Axle &amp; Manufacturing, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/1/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,110,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,144,687</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">American Axle &amp; Manufacturing, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">475,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">498,893</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Clarios Global, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,905,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3,131,299</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Clarios Global, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">630,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">669,873</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Dealer Tire, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,970,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3,140,775</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ford Motor, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.29</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/8/2046</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">525,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">552,901</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ford Motor, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/21/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,055,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,177,644</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ford Motor, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/22/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,030,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,248,772</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ford Motor Credit, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.11</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/3/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,620,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,741,014</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">IHO Verwaltungs GmbH, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">200,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">219,212</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Real Hero Merger Sub 2, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,145,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,183,644</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">14,708,714</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Building
Materials - 3.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Cornerstone
Building Brands, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1/15/2029</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">855,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">912,178</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Cornerstone Building Brands, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,845,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,923,505</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">6</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description
</p></td><td colspan="2" style="background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon
<br>Rate (%)</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Date</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount ($)</p></td><td style="text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Building
Materials - 3.4% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">CP
Atlas Buyer, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.00</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">12/1/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,495,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,627,048</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Griffon, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,215,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,293,975</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">U.S. Concrete, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,259,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,299,131</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">8,055,837</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Chemicals
- 5.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Consolidated
Energy Finance, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/15/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">230,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">229,425</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Consolidated Energy Finance, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,295,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,321,709</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CVR Partners, Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/15/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,320,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,343,200</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Innophos Holdings, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,995,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,155,847</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Iris Holdings, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,052,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,066,465</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Italmatch Chemicals, Sr. Scd. Notes, 3 Month EURIBOR +4.75% @
Floor</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4.75</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9/30/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">860,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">971,358</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Trinseo Materials Finance, Gtd. Bonds</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,105,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,140,912</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Venator Finance, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,460,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,419,850</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Venator Finance, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,120,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,379,700</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">13,028,466</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Collateralized
Loan Obligations Debt - 6.1% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Battalion
VII CLO, Ser. 2014-7A, Cl. DRR, 3 Month LIBOR +6.31%</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.53</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/17/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">375,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">370,882</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Battalion X CLO, Ser. 2016-10A, Cl. DR2, 3 Month LIBOR +6.61%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6.73</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1/25/2035</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">991,502</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Chenango Park CLO, Ser. 2018-1A, Cl. D, 3 Month LIBOR +5.80%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6.04</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/15/2030</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">976,037</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CIFC Funding CLO, Ser. 2018-1A, Cl. E, 3 Month LIBOR +5.00%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5.22</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/18/2031</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,883,446</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Crown Point 8 CLO, Ser. 2019-8A, Cl. E, 3 Month LIBOR +7.10%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7.32</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10/20/2032</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,966,362</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Euro-Galaxy VII CLO, Ser. 2019-7A, Cl. E, 3 Month EURIBOR +6.16%
@ Floor</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">EUR</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.16</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/25/2032</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,151,988</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Northwoods Capital 19 CLO, Ser. 2020-21A, Cl. E, 3 Month EURIBOR
+6.86% @ Floor</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">EUR</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.86</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6/16/2033</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,500,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,761,256</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Octagon Investment Partners 33 CLO, Ser. 2017-1A, Cl. D, 3 Month
LIBOR +6.30%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.52</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1/20/2031</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,525,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,475,968</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Octagon Investment Partners 39 CLO, Ser. 2018-3A, Cl. E, 3 Month
LIBOR +5.75%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.97</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10/20/2030</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,924,788</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">OZLM VI CLO, Ser. 2014-6A, Cl. DS, 3 Month LIBOR +6.05%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6.27</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/17/2031</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,000,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,794,726</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">7</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-style:italic; font-weight:normal;">STATEMENT OF INVESTMENTS (continued)</font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:35%">&nbsp;</td><td
style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:13.01%">&nbsp;</td><td
style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:1%">&nbsp;</td></tr><tr><td colspan="10" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#141414; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description </p></td><td colspan="2" style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon <br>Rate (%)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount
($)</p></td><td style="border-bottom: Black 1pt solid; text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td colspan="5" style="background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Collateralized
Loan Obligations Debt - 6.1% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Rockford Tower CLO, Ser. 2018-1A, Cl. E, 3 Month LIBOR +5.85%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6.03</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/20/2031</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">375,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c,d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">360,402</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">14,657,357</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Commercial
&amp; Professional Services - 5.8% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Adtalem
Global Education, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3/1/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,685,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,667,830</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Allied Universal Holdco, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">545,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">578,983</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">APX Group, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,630,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,750,571</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">La Financiere Atalian, Gtd. Bonds</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,160,000</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,325,461</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">MPH Acquisition Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">300,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">292,875</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Prime Security Services Borrower, Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,235,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,287,364</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Sabre GLBL, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">620,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">677,536</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Team Health Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,670,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,479,921</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">The House of Finance, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">290,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">346,273</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Verisure Midholding, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,200,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,672,095</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Verscend Escrow, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,780,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,911,889</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">13,990,798</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Consumer
Discretionary - 12.1% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Allen
Media, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/15/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,125,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,246,858</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ashton Woods USA, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,335,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,425,112</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ashton Woods USA, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">100,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">103,615</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Banijay Entertainment, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,180,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,222,037</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Banijay Group, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,310,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,768,718</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Caesars Entertainment, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">580,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">619,017</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Caesars Entertainment, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,685,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,860,324</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Caesars Resort Collection, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">305,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">322,248</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Carnival, Gtd. Bonds</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">265,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">337,011</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Carnival, Sr. Scd. Bonds</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">770,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,048,578</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Carnival, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,170,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,202,175</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Cinemark USA, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">715,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">733,905</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Core &amp; Main, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">891,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">916,140</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Core &amp; Main Holdings, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/15/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,480,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,524,690</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">International Game Technology, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,995,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,083,987</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Lions Gate Capital Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,537,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,617,880</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">8</p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description
</p></td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon
<br>Rate (%)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount ($)</p></td><td style="text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Consumer
Discretionary - 12.1% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Lions
Gate Capital Holdings, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/15/2029</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">792,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">794,067</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">NCL, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">945,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">955,867</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Royal Caribbean Cruises, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3.70</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,150,000</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,062,088</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Royal Caribbean Cruises, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">495,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">498,094</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Scientific Games International, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">230,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">249,939</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Scientific Games International, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,540,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,654,276</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Scientific Games International, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">455,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">495,245</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Station Casinos, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">475,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">474,112</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Taylor Morrison Communities, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">545,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">603,468</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Taylor Morrison Communities, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/1/2030</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">95,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">101,116</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">28,920,567</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Diversified
Financials - 7.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Compass
Group Diversified Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/15/2029</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,500,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,574,520</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Compass Group Diversified Holdings, Sr. Unscd. Notes</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8.00</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/1/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">945,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">989,037</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Encore Capital Group, Sr. Scd. Bonds</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">GBP</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">700,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,008,687</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">FS Energy &amp; Power Fund, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,665,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,677,662</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Garfunkelux Holdco 3, Sr. Scd. Bonds</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">GBP</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">910,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,299,482</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Garfunkelux Holdco 3, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,565,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,900,710</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Icahn Enterprises, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,015,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,115,428</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Nationstar Mortgage Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2030</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">113,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">111,588</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Nationstar Mortgage Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,680,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,689,954</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Nationstar Mortgage Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,775,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,844,615</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Navient, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/25/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">605,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">629,578</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Navient, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/25/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">915,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">963,138</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Navient, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/25/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">855,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">926,998</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Navient, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/25/2022</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,025,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,064,078</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">17,795,475</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Electronic
Components - 1.0% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Wesco
Distribution, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.13</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6/15/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">780,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">853,963</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Wesco Distribution, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,400,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,564,920</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">2,418,883</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">9</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-style:italic; font-weight:normal;">STATEMENT OF INVESTMENTS (continued)</font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:35%">&nbsp;</td><td
style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:13.01%">&nbsp;</td><td
style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:1%">&nbsp;</td></tr><tr><td colspan="10" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#141414; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description </p></td><td colspan="2" style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon <br>Rate (%)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount
($)</p></td><td style="border-bottom: Black 1pt solid; text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td colspan="5" style="background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Energy
- 17.0% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Antero
Midstream Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3/1/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">790,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">791,655</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Antero Midstream Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">555,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">597,954</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Antero Resources, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/1/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">340,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">341,574</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Antero Resources, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,079,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,151,158</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Antero Resources, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">445,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">491,447</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Apache, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.10</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/1/2040</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">783,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">766,851</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Archrock Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">528,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">537,332</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Blue Racer Midstream, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,620,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,668,600</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Blue Racer Midstream, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">510,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">550,593</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Centennial Resource Production, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">725,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">646,609</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Crestwood Midstream Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,730,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,702,969</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Crestwood Midstream Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,045,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,031,284</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CrownRock, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,520,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,575,679</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CVR Energy, Gtd. Bonds</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,460,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,426,237</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">DCP Midstream Operating, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,670,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,812,785</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Double Eagle Finance, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,095,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,171,207</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Endeavor Energy Resources, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">222,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">237,607</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">EnLink Midstream, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">113,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">109,481</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Enviva Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,845,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,936,097</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">EQM Midstream Partners, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">510,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">536,454</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">EQM Midstream Partners, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">485,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">522,588</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">EQM Midstream Partners, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">605,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">658,642</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Genesis Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,125,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,087,016</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Genesis Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">785,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">786,217</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Genesis Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">290,000</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">294,175</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Indigo Natural Resources, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,040,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,026,568</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Laredo Petroleum, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">775,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">746,728</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Laredo Petroleum, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">125,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">120,064</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Occidental Petroleum, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/1/2031</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">630,000</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">696,827</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">10</p>

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<p style="page-break-before:always;"></p>


<table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description
</p></td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon
<br>Rate (%)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount ($)</p></td><td style="text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Energy
- 17.0% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Occidental
Petroleum, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.38</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9/1/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">477,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">524,452</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Occidental Petroleum,
Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.45</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9/15/2036</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">800,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">884,208</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Occidental Petroleum,
Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.95</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7/1/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">610,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">670,872</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Occidental Petroleum,
Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/1/2031</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,410,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,649,841</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Occidental Petroleum,
Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.88</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7/15/2030</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,450,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3,093,125</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Ovintiv, Gtd. Notes</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6.63</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8/15/2037</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">335,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">403,710</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">PDC Energy, Gtd. Notes</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5.75</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/15/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">150,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">155,775</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">PDC Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/15/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">905,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">930,340</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Precision Drilling, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">250,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">243,209</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Precision Drilling, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">455,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">457,559</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Southwestern Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,070,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,133,686</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Southwestern Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">475,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">522,203</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Targa Resources Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,250,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,379,469</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">USA Compression Partners, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,738,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,785,795</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">40,856,642</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Environmental
Control - 1.7% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Covanta
Holding, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.88</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7/1/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,440,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,495,649</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Harsco, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/31/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,570,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,610,231</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Waste Pro USA, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">920,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">944,523</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">4,050,403</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Food
Products - 1.6% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">New
Albertsons, Sr. Unscd. Bonds</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/1/2031</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,390,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,942,687</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">United Natural Foods, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">785,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">839,950</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">3,782,637</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Forest
Products &amp; Paper - .6% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">SpA
Holdings 3 Oy, Sr. Scd. Bonds</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.88</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/4/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,325,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">1,332,122</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Health Care - 10.2% </p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Air Methods, Sr. Unscd.
Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/15/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,490,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,404,325</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bausch Health, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/30/2030</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">480,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">483,034</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bausch Health, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,340,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,375,108</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bausch Health, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">745,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">792,979</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bausch Health, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/30/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">650,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">726,658</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bausch Health, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">895,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">974,069</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bausch Health Americas, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,850,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,052,205</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CHEPLAPHARM Arzneimittel GmbH, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,315,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,367,626</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">11</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-style:italic; font-weight:normal;">STATEMENT OF INVESTMENTS (continued)</font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:35%">&nbsp;</td><td
style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:13.01%">&nbsp;</td><td
style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:1%">&nbsp;</td></tr><tr><td colspan="10" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#141414; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description </p></td><td colspan="2" style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon <br>Rate (%)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="font: normal 7.5pt Cambria; margin-top: 0pt; color: #000000; text-align: right; margin-bottom: 0pt">Amount
($)</p></td><td style="border-bottom: Black 1pt solid; text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td colspan="5" style="background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Health
Care - 10.2% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Community
Health Systems, Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/15/2029</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">945,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">990,473</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Community Health Systems, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2031</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">660,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">645,579</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Community Health Systems, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,604,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,696,238</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Laboratoire Eimer Selas, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">510,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">607,963</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Legacy LifePoint Health, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">410,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">436,650</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">LifePoint Health, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">490,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">483,263</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ortho-Clinical Diagnostics, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,437,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,577,158</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ortho-Clinical Diagnostics, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">453,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">487,870</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Prime Healthcare Services, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">905,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">967,219</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Surgery Center Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">535,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">548,549</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Surgery Center Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,000,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,104,375</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Tenet Healthcare, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,565,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,635,425</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Tenet Healthcare, Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,680,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,776,197</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Tenet Healthcare, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">170,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">183,784</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Tenet Healthcare, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/15/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,060,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,234,894</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">24,551,641</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Industrial
- 4.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Bombardier,
Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10/15/2022</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">350,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">350,656</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bombardier, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">785,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">818,166</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bombardier, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/1/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">700,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">700,438</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Gates Global, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,890,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,982,931</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Husky III Holding, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">13.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,085,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,273,953</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Terex, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">475,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">492,314</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Titan Acquisition, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,285,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,337,942</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">VM Consolidated, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">970,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">995,152</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Welbilt, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,600,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,651,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">10,602,552</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Information
Technology - 2.1% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Ascend
Learning, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8/1/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">565,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">581,184</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ascend Learning, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">555,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">570,898</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Boxer Parent, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/2/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">440,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">472,534</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Rackspace Technology Global, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">970,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">988,139</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">The Dun &amp; Bradstreet, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,551,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,734,894</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Veritas Bermuda, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">655,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">672,194</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">5,019,843</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">12</p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description
</p></td><td colspan="2" style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon
<br>Rate (%)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Maturity</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Date</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Principal</p><p style="margin-top: 0pt; color: #000000; font: normal 7.5pt Cambria; text-align: right; margin-bottom: 0pt">Amount ($)</p></td><td style="border-bottom: Black 1pt solid; text-align: left; background-color: #d9d9d9; vertical-align: middle"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"><sup style="vertical-align: super">a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; vertical-align: bottom"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="border-bottom: Black 1pt solid; background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td colspan="5" style="background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="background-color: #d9d9d9; font-size: 1pt; vertical-align: top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Insurance
- 3.5% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Alliant
Holdings Intermediate, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10/15/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">725,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">772,893</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">AmWINS Group, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,085,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,238,373</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">AssuredPartners, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">30,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">30,608</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">AssuredPartners, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,765,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,829,802</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">GTCR AP Finance, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">675,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">726,469</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">HUB International, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,535,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,595,502</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">USI, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,055,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,076,749</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">8,270,396</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Internet
Software &amp; Services - 1.3% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Endure
Digital, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/15/2029</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,970,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,927,940</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Northwest Fiber, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,200,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,200,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">3,127,940</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Materials
- 5.2% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">ARD
Finance, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6/30/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,357,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,426,546</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ardagh Packaging Finance, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,960,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,001,317</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ardagh Packaging Finance, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">465,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">474,802</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Flex Acquisition, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">385,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">404,731</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Graham Packaging, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,140,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,214,812</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">LABL Escrow Issuer, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,355,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,511,469</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Mauser Packaging Solutions Holding, Sr. Scd. Notes</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8.50</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/15/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">865,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">899,600</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Mauser Packaging Solutions Holding, Sr. Unscd. Notes</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7.25</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/15/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3,215,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3,219,019</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Trivium Packaging Finance, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,155,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,255,456</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">12,407,752</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Media
- 5.9% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Altice
Financing, Sr. Scd. Bonds</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/15/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,540,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,611,225</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CSC Holdings, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2030</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">650,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">685,425</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CSC Holdings, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,735,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,915,761</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">DISH DBS, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,005,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,105,851</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Gray Television, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2030</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">400,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">397,250</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Midcontinent Communications, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">760,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">792,878</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Radiate Holdco, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,943,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,055,354</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Scripps Escrow, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">970,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,005,162</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Scripps Escrow II, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2031</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">440,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">437,525</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Summer BidCo, Sr. Unscd. Bonds</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">EUR</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,242,443</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,499,776</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">TEGNA, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">870,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">903,669</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">13</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-style:italic; font-weight:normal;">STATEMENT OF INVESTMENTS (continued)</font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:35%">&nbsp;</td><td
style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:13.01%">&nbsp;</td><td
style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:1%">&nbsp;</td></tr><tr><td colspan="10" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description </p></td><td colspan="2"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon <br>Rate (%)</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">Maturity<br>
Date</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Principal<br>
Amount
($)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-weight:normal;"><sup>a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Media
- 5.9% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Townsquare
Media, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/1/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">655,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">698,803</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">14,108,679</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Metals
&amp; Mining - 1.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Arconic,
Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/15/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,565,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,669,659</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Hudbay Minerals, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">227,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">236,207</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Hudbay Minerals, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,009,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,079,630</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Kaiser Aluminum, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">445,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">472,679</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">3,458,175</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Real
Estate - 2.1% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Greystar
Real Estate Partners, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">12/1/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">835,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">862,137</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ladder Capital Finance Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3,125,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3,130,859</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Starwood Property Trust, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">11/1/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">975,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,020,094</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">5,013,090</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Retailing
- 6.3% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">BCPE
Ulysses Intermediate, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.75</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/1/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,700,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,766,937</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Golden Nugget, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">645,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">653,011</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">LBM Acquisition, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/15/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,440,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,485,000</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Macy's, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,025,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,242,100</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Park River Holdings, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,015,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,955,809</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Staples, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,225,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,350,156</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Staples, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">595,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">588,306</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">White Cap Buyer, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.88</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,270,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,414,293</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">White Cap Parent, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/15/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,485,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,551,825</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">15,007,437</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Technology
Hardware &amp; Equipment - 2.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Banff
Merger Sub, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">EUR</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.38</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9/1/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,245,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,541,193</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Banff Merger Sub, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/1/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,975,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,106,140</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Diebold Nixdorf, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/15/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,165,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,191,504</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Everi Payments, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">12/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">940,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">981,402</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">5,820,239</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Telecommunication
Services - 8.9% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Altice
France, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.13</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/1/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,305,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,431,905</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Altice France Holding, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,620,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,599,175</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Altice France Holding, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,830,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,061,669</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Cincinnati Bell, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,295,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,445,414</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CommScope, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.13</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">525,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">558,285</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CommScope, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.25</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3,620,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3,877,943</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CommScope Technologies, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/15/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">440,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">436,702</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">14</p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description
</p></td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Coupon
<br>Rate (%)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Maturity<br>
Date</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">Principal<br>
Amount ($)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"><sup>a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Bonds and Notes - 129.2% (continued)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Telecommunication
Services - 8.9% (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Connect
Finco, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.75</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10/1/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,245,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,393,821</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">DKT Finance, Sr. Scd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">9.38</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/17/2023</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,775,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,833,664</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Intrado, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">10/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,075,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2,107,422</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Lumen Technologies, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4/1/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">170,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">183,706</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Plantronics, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.75</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/1/2029</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">775,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">763,375</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">ViaSat, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.63</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/15/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">650,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">661,512</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">ViaSat, Sr. Unscd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">7/15/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">890,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>b,c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">938,598</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">21,293,191</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Utilities
- 1.2% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">NRG
Energy, Gtd. Notes</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7.25</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/15/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,400,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>b</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,458,100</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Pike, Gtd. Notes</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9/1/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,265,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>c</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,290,300</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">2,748,400</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;"><font
style="color:#141414; font-family:Cambria; font-weight:bold;">Total</font><font style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-weight:bold;"> </font><font style="color:#141414; font-family:Cambria;
font-weight:bold;">Bonds and Notes</font><br> (cost $293,386,598)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">309,576,956</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Floating Rate Loan Interests - 6.3%</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Airlines
- .4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">American
Airlines, Initial Term Loan, 1 Month LIBOR +4.75%</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/24/2028</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">886,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:bold; text-align:right;">908,846</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Chemicals - .4% </p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Polar US Borrower, Initial Term Loan, 1-3 Month LIBOR +4.75%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4.90</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">10/16/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,045,925</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">1,040,695</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Commercial &amp; Professional
Services - .6% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Amentum
Government Services Holdings, First Lien Tranche 2 Term Loan, 3 Month LIBOR +4.75%</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1/31/2027</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">993,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">997,965</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Team Health Holdings, Initial Term Loan, 1 Month LIBOR +2.75%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3.75</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2/6/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">548,571</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">511,732</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">1,509,697</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Consumer
Discretionary - .4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Crown
Finance US, Initial Dollar Tranche Term Loan, 3 Month LIBOR +2.50%</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/28/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,006,872</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:bold; text-align:right;">863,211</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Food Products - .4% </p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Froneri US, Second Lien Facility USD Term Loan, 1 Month LIBOR
+5.75%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.86</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1/31/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">975,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">990,239</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Health Care - .1% </p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Pluto Acquisition I,
First Lien 2020 Incremental Term Loan, 1 Month LIBOR +5.00%</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6/20/2026</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">314,213</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:bold; text-align:right;">315,391</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">15</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-style:italic; font-weight:normal;">STATEMENT OF INVESTMENTS (continued)</font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:35%">&nbsp;</td><td
style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:13.01%">&nbsp;</td><td
style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:1%">&nbsp;</td></tr><tr><td colspan="10" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description</p></td><td colspan="2"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;"> Coupon <br>Rate (%)</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;"><font style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-weight:normal;"> </font>Maturity Date</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Principal
Amount ($)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-weight:normal;"><sup>a</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font>
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Floating Rate Loan Interests - 6.3%<font style="color:#141414;
font-family:Cambria; font-weight:normal;"> </font>(continued)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Industrial
- .3% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">VAC
Germany Holding GmbH, Term Loan B, 3 Month LIBOR +4.00%</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.00</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">3/8/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">851,827</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:bold; text-align:right;">698,499</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Information Technology - 2.2% </p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">CT Technologies, Initial Term Loan, 1 Month LIBOR +5.00%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">6.00</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">12/16/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">880,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">882,565</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ecl Entertainment, Term Loan, 1 Month LIBOR +8.00%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">9.00</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">3/31/2028</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">968,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">958,320</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Finastra USA, First Lien Dollar Term Loan, 3 Month LIBOR +3.50%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4.50</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">6/13/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,447,101</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,420,316</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ivanti Software, First Amendment Term Loan, 1 Month LIBOR +4.00%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4.75</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">12/1/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">115,000</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">114,770</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ivanti Software, First Lien Initial Term Loan, 3 Month LIBOR
+4.75%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5.75</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">12/1/2027</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,579,880</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,588,277</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Software Luxembourg Acquisition, Second Out Term Loan, 3 Month
LIBOR +7.50%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4/27/2025</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">252,496</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">252,390</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Software Luxembourg Acquisition, Senior Secured Term Loan, 3
Month LIBOR +7.50%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">8.50</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">12/27/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">76,624</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">78,731</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="7" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">5,295,369</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Insurance
- .5% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Mayfield
Agency Borrower, First Lien Term Loan B, 1-3 Month LIBOR +4.50%</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.61</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">2/28/2025</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">1,249,669</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:bold; text-align:right;">1,235,867</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Materials - .6% </p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">LABL, USD Facility Term Loan B, 3 Month LIBOR +4.00%</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">4.11</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">7/2/2026</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">1,293,434</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">1,292,464</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Technology Hardware &amp;
Equipment - .2% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Everi
Payments, Term Loan, 1 Month LIBOR +10.50%</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">11.50</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">5/9/2024</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">496,250</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font
style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:bold; text-align:right;">523,544</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Telecommunication Services - .2% </p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Cyxtera DC Holdings, First Lien Initial Term Loan, 3 Month LIBOR
+3.00%</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">4.00</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">5/1/2024</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">488,731</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>d</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">470,181</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;"><font style="color:#141414;
font-family:Cambria; font-weight:bold;">Total</font><font style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-weight:bold;"> </font><font style="color:#141414; font-family:Cambria; font-weight:bold;">Floating
Rate Loan Interests</font><br> (cost $15,071,653)</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">15,144,003</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td colspan="2" style="background-color:#d9d9d9;  font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Shares</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Common Stocks - .2%</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Information
Technology - .2% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">SkillSoft,
Cl. A<br>(cost $322,823)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">2,365</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal;
text-align:left;"><font style="font-family:Cambria; font-weight:normal;"><sup>e,f</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">413,875</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:center;">16</p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:35%">&nbsp;</td><td style="width:6%">&nbsp;</td><td style="width:9%">&nbsp;</td><td style="width:1%">&nbsp;</td><td
style="width:13.01%">&nbsp;</td><td style="width:1%">&nbsp;</td><td style="width:15%">&nbsp;</td><td
style="width:4%">&nbsp;</td><td style="width:15%">&nbsp;</td><td style="width:1%">&nbsp;</td></tr><tr><td
colspan="10" style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;">Description</p></td><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;"> 1-Day<br>Yield (%)</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:right;">Shares</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">Value ($)</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Investment Companies - 3.4%</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Registered
Investment Companies - 3.4% </p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Dreyfus
Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $8,206,846)</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">0.06</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:7.5pt; font-style:normal;
font-weight:normal; text-align:right;">8,206,846</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:7.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Cambria; font-weight:normal;"><sup>g</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:7.5pt; font-style:normal; font-weight:bold; text-align:right;">8,206,846</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;"><font style="color:#141414;
font-family:Cambria; font-weight:bold;">Total Investments </font>(cost $316,987,920)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">139.1%</p></td><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">333,341,680</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Liabilities, Less Cash
and Receivables</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">(39.1%)</p></td><td colspan="2"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">(93,614,278)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Net Assets</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">100.0%</p></td><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">239,727,402</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr></table><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt">EURIBOR&#8212;Euro Interbank
Offered Rate </p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt">LIBOR&#8212;London Interbank Offered Rate </p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt">EUR&#8212;Euro </p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt">GBP&#8212;British
Pound </p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>a</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Amount stated in U.S. Dollars unless otherwise noted above.</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>b</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Security, or portion thereof, has been pledged as collateral
for the fund&#8217;s Revolving Credit and Security Agreement.</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>c</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>Security
exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may
be resold in transactions exempt from registration, normally to qualified institutional buyers. At March
31, 2021, these securities were valued at $256,365,415 or 106.94% of net assets.</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>d</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>Variable
rate security&#8212;interest rate resets periodically and rate shown is the interest rate in effect at period
end. Security description also includes the reference rate and spread if published and available.</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>e</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Non-income producing security.</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>f</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>The
fund held Level 3 securities at March 31, 2021. These securities were valued at $413,875 or .17% of net
assets.</p><p style="margin-bottom: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>g</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Investment in affiliated issuer. The investment objective of
this investment company is publicly available and can be found within the investment company&#8217;s prospectus.</p>

<p style="font: normal italic 8pt Serif; margin-bottom: 0pt; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt">&nbsp;</p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:75%">&nbsp;</td><td
style="width:25%">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Portfolio Summary (Unaudited) <font style="color:#141414; font-family:Cambria;
font-weight:normal;"><sup>&#8224;</sup></font></p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Value (%)</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Consumer, Cyclical</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">27.5</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Consumer,
Non-cyclical</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">18.8</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Communications</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">18.6</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Industrial</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">17.9</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Energy</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">17.1</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Financial</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">13.5</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Basic
Materials</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">7.9</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Technology</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">7.1</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Collateralized
Loan Obligations</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">6.1</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Investment Companies</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.4</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Utilities</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1.2</p></td></tr><tr><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">139.1</p></td></tr></table><p style="font-family:Serif; font-size:8.0pt;
font-style:italic; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#8224;</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>Based
on net assets.</p><p style="font-family:Serif; font-size:3.5pt; font-style:italic; font-weight:normal;
margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Serif; font-size:8.0pt;
font-style:italic; font-weight:normal;">See notes to financial statements.</font></p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">17</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT
OF INVESTMENTS IN AFFILIATED ISSUERS</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal;
font-weight:normal; text-align:left;"><a name="4"></a><font style="font-family:Serif; font-style:normal;
font-weight:normal;"> </font></p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr
style="font-size:1pt;"><td style="width:14.37%">&nbsp;</td><td style="width:14.31%">&nbsp;</td><td style="width:14.98%">&nbsp;</td><td
style="width:14.96%">&nbsp;</td><td style="width:13.76%">&nbsp;</td><td style="width:10.83%">&nbsp;</td><td
style="width:16.79%">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Investment Companies</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">Value<br>3/31/20 ($)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">Purchases ($)<font style="color:#000000; font-family:Cambria;
font-weight:normal;"><sup>&#8224;</sup></font></p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Sales ($)</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Value <br>3/31/21 ($)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;"> Net<br>Assets (%)</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">Dividends/<br>Distributions ($)</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Registered Investment Companies:</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Dreyfus
Institutional Preferred Government Plus Money Market Fund, Institutional Shares</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">11,572,982</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">139,915,391</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(143,281,527)</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">8,206,846</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">3.4</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">12,623</p></td></tr></table><p
style="font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt;
text-align:left; text-indent:-10.80pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#8224;</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Includes reinvested dividends/distributions.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;">See
notes to financial statements.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">18</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT
OF FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS <font style="font-family:Arial; font-size:9.0pt; font-weight:normal;">March
31, 2021</font></p><p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal;
text-align:left;"><a name="5"></a><font style="font-family:Arial; font-weight:normal;"> </font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:16.5%">&nbsp;</td><td
style="width:17%">&nbsp;</td><td style="width:16.5%">&nbsp;</td><td style="width:17%">&nbsp;</td><td
style="width:14%">&nbsp;</td><td style="width:19%">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Counterparty/
Purchased<br>Currency</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Purchased
Currency<br>Amounts</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Currency
<br>Sold</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Sold
<br>Currency <br>Amounts</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Settlement
Date</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Unrealized
Appreciation ($)</p></td></tr><tr><td colspan="6" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Barclays Capital</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">United States Dollar</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">18,514,822</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Euro</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">15,700,000</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">4/30/2021</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">91,971</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">United States Dollar</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2,280,640</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">British
Pound</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1,650,000</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">4/30/2021</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">5,719</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Gross
Unrealized Appreciation</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:right; text-indent:-07.20pt;">97,690</p></td></tr></table><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal;">See notes to financial
statements.</font></p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">19</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT OF ASSETS AND LIABILITIES<br>
March
31, 2021</p><p style="font-family:Arial; font-size:9.0pt; font-style:normal;
font-weight:normal; text-align:left;"><a name="6"></a><font style="font-family:Arial; font-weight:normal;">
</font></p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:56.77%">&nbsp;</td><td style="width:1.55%">&nbsp;</td><td style="width:.86%">&nbsp;</td><td
style="width:15.53%">&nbsp;</td><td style="width:1.73%">&nbsp;</td><td style="width:22%">&nbsp;</td><td
style="width:1.55%">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Cost</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Value</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Assets ($): </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td></tr><tr><td colspan="4"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Investments in securities&#8212;See
Statement of Investments</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">      Unaffiliated issuers</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 308,781,074 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 325,134,834 </p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="2"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">      Affiliated issuers</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 8,206,846 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 8,206,846 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Cash
denominated in foreign currency </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 1,376,275 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 1,377,601 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Dividends and interest receivable</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
5,247,152 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Receivable for investment securities
sold</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 4,593,775 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Unrealized appreciation on
forward foreign <br>     currency exchange contracts&#8212;Note 4</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
97,690 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Prepaid expenses on loan fees&#8212;Note
2</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 3,303 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Prepaid expenses</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 100,550 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> 344,761,751
</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Liabilities ($):</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Due to BNY Mellon Investment
Adviser, Inc. and affiliates&#8212;Note 3(b)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 221,449 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Cash
overdraft due to Custodian</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 421,731 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Loan payable&#8212;Note 2</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
96,000,000 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Payable for investment securities
purchased  </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 6,557,557 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Distributions payable</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
1,563,215 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Interest and loan fees payable&#8212;Note
2</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 82,622 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Trustees&#8217; fees and expenses
payable</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 2,139 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Other
accrued expenses</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 185,636 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 105,034,349 </p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Net Assets ($)</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 239,727,402 </p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Composition of Net Assets ($):</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Paid-in capital </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 277,482,487 </p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Total distributable earnings (loss)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(37,755,085)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net Assets ($)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> 239,727,402 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">&#160;</p></td></tr></table><table cellpadding="0" cellspacing="0" width="100%"
style="clear:both"><tr style="font-size:1pt;"><td style="width:75.02%">&nbsp;</td><td style="width:3.04%">&nbsp;</td><td
style="width:1.73%">&nbsp;</td><td style="width:18.56%">&nbsp;</td><td style="width:1.65%">&nbsp;</td></tr><tr><td
colspan="2" style="background-color:#d9d9d9; border-top:1.0pt; border-top-color:#F2F2F2; border-top-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">Shares Outstanding</p></td><td style="background-color:#d9d9d9; border-top:1.0pt;
border-top-color:#F2F2F2; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td colspan="2" style="background-color:#d9d9d9;
border-top:1.0pt; border-top-color:#F2F2F2; border-top-style:solid;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">(unlimited number of $.001
par value shares of Beneficial Interest authorized)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
72,707,688 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net Asset Value Per Share ($)</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">3.30</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="vertical-align:top;"><p style="color:#000000;
font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">See notes
to financial statements.</p></td><td style="vertical-align:top;"><p style="color:#000000; font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;"><font style="color:#000000;
font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#160;</sup></font></p></td><td style="vertical-align:top;"><p
style="color:#000000; font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;"><font
style="color:#000000; font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#160;</sup></font></p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Serif; font-size:8.0pt; font-style:italic;
font-weight:normal; text-align:right;"><font style="color:#000000; font-family:Serif; font-style:italic;
font-weight:normal;"><sup>&#160;</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr></table><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">20</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT OF OPERATIONS<br>
Year Ended
March 31, 2021</p><p style="font-family:Arial; font-size:9.0pt; font-style:normal;
font-weight:normal; text-align:left;"><a name="7"></a><font style="font-family:Arial; font-weight:normal;">
</font></p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:2.64%">&nbsp;</td><td style="width:45.6%">&nbsp;</td><td style="width:14.56%">&nbsp;</td><td
style="width:1.8%">&nbsp;</td><td style="width:6.91%">&nbsp;</td><td style="width:26.69%">&nbsp;</td><td
style="width:1.8%">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000;
border-top-style:solid; vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#969696; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;">&#160;</p></td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#969696; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Investment Income ($):</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:left;">Income:</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Interest</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 21,759,492 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="6" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Dividends:</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">      Unaffiliated issuers</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
43,244 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">      Affiliated issuers</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
11,899 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Total Income</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 21,814,635 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Expenses:</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Management fee&#8212;Note 3(a)</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
2,379,179 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Interest expense and loan fees&#8212;Note
2</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
1,310,586 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Professional fees</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
236,563 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Prospectus and shareholders&#8217;
reports</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 55,657 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Registration fees</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
49,683 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Trustees&#8217; fees and expenses&#8212;Note
3(c)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
49,019 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Custodian fees&#8212;Note 3(b)</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
19,925 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Shareholder servicing costs</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
17,017 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Chief Compliance Officer fees&#8212;Note
3(b)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
8,893 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Miscellaneous</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 33,810 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Total Expenses</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 4,160,332 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Investment Income&#8212;Net</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> 17,654,303
</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Realized and Unrealized Gain (Loss) on Investments&#8212;Note 4 ($):</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Net realized gain (loss) on
investments and foreign currency transactions</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(2,716,673)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Net realized gain (loss) on
forward foreign currency exchange contracts</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(782,763)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Capital gain distributions
from affiliated issuers</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 724
</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:left;">Net Realized Gain (Loss)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> (3,498,712)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="5" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Net change in unrealized appreciation (depreciation) on investments
<br>      and foreign currency transactions</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
55,788,111 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="5" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Net change in unrealized appreciation
(depreciation) on
                                  <br>       forward foreign currency exchange contracts</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 271,788 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Net Change in Unrealized Appreciation (Depreciation)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> 56,059,899 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Net Realized and Unrealized Gain (Loss) on Investments</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> 52,561,187 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Net Increase in Net Assets Resulting from Operations</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">
70,215,490 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style=" vertical-align:top;"><p
style="color:#000000; font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">See
notes to financial statements.</p></td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">21</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT OF CASH FLOWS<br>
Year Ended
March 31, 2021</p><p style="font-family:Arial; font-size:9.0pt; font-style:normal;
font-weight:normal; text-align:left;"><a name="8"></a><font style="font-family:Arial; font-weight:normal;">
</font></p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:2.9%">&nbsp;</td><td style="width:55.28%">&nbsp;</td><td style="width:.92%">&nbsp;</td><td
style="width:18.64%">&nbsp;</td><td style="width:1.91%">&nbsp;</td><td style="width:18.64%">&nbsp;</td><td
style="width:1.71%">&nbsp;</td></tr><tr><td colspan="2" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">&#160;</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">Cash Flows from Operating Activities ($): </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:right;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Purchases
of portfolio securities</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;"> (280,554,431)</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Proceeds from sales of portfolio securities</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;"> 266,265,100 </p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="3" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Net purchase (sales) of short-term securities</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;"> 3,686,111 </p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Dividends and interest received</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;"> 22,005,776 </p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Interest and loan fees paid</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;"> (1,195,930)</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Paid to BNY Mellon Investment Adviser, Inc. </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(2,357,998)</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Operating expenses paid</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;"> (564,848)</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Net realized gain (loss) from forward foreign currency </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">exchange contracts transactions</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;"> (782,763)</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;  vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net
Cash Provided (or Used) in Operating Activities</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:middle;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 6,501,017 </p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Cash Flows from Financing Activities
($):</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Dividends paid to shareholders</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> (18,758,583)</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Increase in loan outstanding</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 13,000,000 </p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Increase in Cash Overdraft due to Custodian</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
421,731 </p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;  vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net
Cash Provided (or Used) in Financing Activities</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> (5,336,852)</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">Effect of Foreign Exchange Rate Changes on Cash </p></td><td style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> (52,321)</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net Increase (Decrease) in Cash</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 1,111,844 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Cash and cash denominated in
foreign currency at beginning of period</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 265,757 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Cash
and Cash Denominated in Foreign Currency at End of Period</p></td><td style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 1,377,601 </p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Reconciliation of Net Increase
(Decrease) in Net Assets</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Resulting from Operations to
Net Cash Provided</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">by Operating Activities ($):</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Net Increase in Net Assets Resulting From Operations</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:middle;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 70,215,490
</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">Adjustments to Reconcile Net Increase in Net Assets</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td><td colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Resulting
from Operations to Net Cash</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Provided (or Used) in Operating
Activities ($):</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Increase in investments in securities at cost</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(12,224,037)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Decrease in dividends and interest
receivable </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 191,141 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Decrease in receivable for investment securities sold</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
4,097,906 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Increase in prepaid expenses</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> (99,172)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Increase in Due to BNY Mellon
Investment Adviser, Inc. and affiliates</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 21,181 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Decrease in payable for investment securities purchased</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(684,678)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Decrease in interest and loan
fees payable</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> (90,374)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Decrease in prepaid expenses on loan fees</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
205,030 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Increase in Trustees' fees
and expenses payable</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 2,046 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Increase in other accrued expenses</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 2,845 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:left;">Net change in unrealized (appreciation) depreciation on investments</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
(56,059,899)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Net amortization of premiums
on investments</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:middle;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 923,538 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;  vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net
Cash Provided (or Used) in Operating Activities</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:middle;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 6,501,017 </p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Arial; font-size:10.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Arial; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style=" vertical-align:top;"><p
style="color:#000000; font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">See
notes to financial statements.</p></td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">22</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">STATEMENT
OF CHANGES IN NET ASSETS</p><p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal;
text-align:left;"><a name="9"></a><font style="font-family:Arial; font-weight:normal;"> </font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:2.79%">&nbsp;</td><td
style="width:39.03%">&nbsp;</td><td style="width:7.32%">&nbsp;</td><td style="width:2.8%">&nbsp;</td><td
style="width:21.17%">&nbsp;</td><td style="width:1.43%">&nbsp;</td><td style="width:1.43%">&nbsp;</td><td
style="width:1.43%">&nbsp;</td><td style="width:21.17%">&nbsp;</td><td style="width:1.44%">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
border-top:1.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td colspan="6" style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left; text-indent:64.00pt;">Year Ended March 31, </p></td></tr><tr><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:right;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2021</p></td><td colspan="3"
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2020</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Operations ($):</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="2" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Investment income&#8212;net</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
17,654,303 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
17,920,277 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Net realized gain (loss) on
investments</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> (3,498,712)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> (10,475,894)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="3" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Net change in unrealized appreciation
          <br>    (depreciation) on investments</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 56,059,899 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> (41,456,190)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
colspan="4" style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">Net Increase (Decrease) in Net Assets  <br>   Resulting from Operations</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 70,215,490 </p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> (34,011,807)</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="9" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Distributions ($):</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2"
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">Distributions to shareholders</p></td><td style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> (18,758,583)</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> (18,903,999)</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td colspan="4" style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;  vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Total
Increase (Decrease) in Net Assets</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;"> 51,456,907 </p></td><td style="background-color:#d9d9d9;
border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#F2F2F2; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> (52,915,806)</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#F2F2F2; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="9" style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">Net Assets ($):</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Beginning of Period</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 188,270,495 </p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 241,186,301 </p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td colspan="2"
style="background-color:#d9d9d9;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">End of Period</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;"> 239,727,402 </p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;"> 188,270,495 </p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
colspan="2" style=" vertical-align:top;"><p style="color:#000000; font-family:Serif; font-size:8.0pt;
font-style:italic; font-weight:normal; text-align:left;">See notes to financial statements.</p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td></tr></table><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">23</font></p>

<!-- Field: Rule-Page --><div style="margin: 3pt auto; width: 25%"><div style="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</div></div><!-- Field: /Rule-Page -->
<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">FINANCIAL
HIGHLIGHTS</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:justify;"><a name="10"></a><font
style="font-family:Serif; font-style:normal; font-weight:normal;"> </font>The following table describes
the performance for the fiscal periods indicated. Market price total return is calculated assuming an
initial investment made at the market price at the beginning of the period, reinvestment of all dividends
and distributions at market price during the period, and sale at the market price on the last day of
the period. These figures have been derived from the fund&#8217;s financial statements and market price data
for the fund&#8217;s shares.</p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr
style="font-size:1pt;"><td style="width:37.45%">&nbsp;</td><td style="width:12.52%">&nbsp;</td><td style="width:10.01%">&nbsp;</td><td
style="width:10.03%">&nbsp;</td><td style="width:10.03%">&nbsp;</td><td style="width:10.03%">&nbsp;</td><td
style="width:9.92%">&nbsp;</td></tr><tr><td colspan="2" style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid;  font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; border-top:1.5pt;
border-top-color:#000000; border-top-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-top:1.5pt; border-top-color:#000000; border-top-style:solid;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 font-size:1pt; vertical-align:top">&nbsp;</td><td colspan="5" style="background-color:#d9d9d9; border-bottom:0.25pt;
border-bottom-color:#000000; border-bottom-style:solid;  vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;">Year
Ended March 31,</p></td></tr><tr><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;">2021</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2020</p></td><td style="background-color:#d9d9d9; border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2019</p></td><td style="background-color:#d9d9d9;
border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2018</p></td><td
style="background-color:#d9d9d9; border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:right;">2017</p></td></tr><tr><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; vertical-align: bottom"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Per Share Data ($):</p></td><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td><td style="border-bottom: Black 1pt outset; background-color: #d9d9d9; font-size: 1pt; vertical-align: bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Net asset value, <br>beginning of period</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.59</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.32</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">3.42</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.56</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.26</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Investment
Operations:</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Investment income&#8212;net<font
style="color:#141414; font-family:Cambria; font-weight:normal;"><sup>a</sup></font></p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.24</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.25</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">.26</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.27</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.29</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Net realized and unrealized
<br>gain (loss) on investments</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.73</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">(.72)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.08)</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.12)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">.33</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Total from Investment Operations</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.97</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.47)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">.18</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.15</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.62</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Distributions:</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Dividends from <br>investment income&#8212;net</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.26)</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.26)</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">(.28)</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.29)</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(.32)</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Net
asset value, end of period</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.30</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2.59</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.32</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.42</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">3.56</p></td></tr><tr><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Market value, end of period</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">3.09</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.27</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">3.07</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">3.19</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">3.39</p></td></tr><tr><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Market Price Total Return (%)</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">49.32</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(19.39)</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">5.56</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.53</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">19.23</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">Ratios/Supplemental Data (%):</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Ratio of total expenses to <br>average net assets</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">1.85</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.77</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.84</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2.35</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">2.12</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Ratio
of interest expense and loan fees<br>to average net assets</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.58</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1.48</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">1.57</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1.07</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">.83</p></td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Ratio of net investment
income <br>to average net assets</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">7.87</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">7.49</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">7.87</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">7.57</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">8.30</p></td></tr><tr><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Portfolio Turnover Rate</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">85.59</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">70.93</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">61.37</p></td><td style="background-color:#d9d9d9; border-bottom:1.0pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">47.03</p></td><td
style="background-color:#d9d9d9; border-bottom:1.0pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">53.96</p></td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Net Assets, <br>end of period ($ x 1,000)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">239,727</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">188,270</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">241,186</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">248,890</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">258,719</p></td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Average
borrowings <br>outstanding ($ x 1,000)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">92,800</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">110,784</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">114,389</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">116,241</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">114,882</p></td></tr><tr><td colspan="2" style="background-color:#d9d9d9;
 vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Weighted average number of fund </p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:21.60pt;
text-align:left; text-indent:-07.20pt;">shares outstanding ($ x 1,000)</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">72,708</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">72,708</p></td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">72,708</p></td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">72,708</p></td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">72,708</p></td></tr><tr><td
style="background-color:#d9d9d9; border-bottom:1.5pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Average amount <br>of
debt per share ($)</p></td><td style="background-color:#d9d9d9; border-bottom:1.5pt; border-bottom-color:#FFFFFF;
border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
border-bottom:1.5pt; border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1.28</p></td><td
style="background-color:#d9d9d9; border-bottom:1.5pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">1.52</p></td><td style="background-color:#d9d9d9; border-bottom:1.5pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1.57</p></td><td
style="background-color:#d9d9d9; border-bottom:1.5pt; border-bottom-color:#FFFFFF; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">1.60</p></td><td style="background-color:#d9d9d9; border-bottom:1.5pt;
border-bottom-color:#FFFFFF; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">1.58</p></td></tr></table><p
style="font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt;
text-align:left; text-indent:-10.80pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>a</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Based on average shares outstanding.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;">See
notes to financial statements.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">24</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS</p><p style="font-family:Arial; font-size:10.0pt; font-style:normal; font-weight:bold;
text-align:left;"><a name="11"></a><font style="font-family:Arial; font-weight:bold;"> </font>NOTE 1&#8212;Significant
Accounting Policies:</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">BNY Mellon High Yield Strategies Fund (the &#8220;fund&#8221;) is registered under the Investment
Company Act of 1940, as amended (the &#8220;Act&#8221;), as a non-diversified, closed-end management investment
company. The fund&#8217;s primary investment objective is to seek high current income. Under normal market
conditions, the fund invests at least 65% of its total assets in income securities of U.S. issuers rated
below investment grade quality or unrated income securities that BNY Mellon Investment Adviser, Inc.
(the &#8220;Adviser&#8221;), a wholly-owned subsidiary of The Bank of New York Mellon Corporation (&#8220;BNY Mellon&#8221;),
serving as the fund&#8217;s investment manager and administrator, determines to be of comparable quality.
The fund&#8217;s Common Stock trades on the New York Stock Exchange (the &#8220;NYSE&#8221;) under the ticker symbol
DHF.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
Financial Accounting Standards Board (&#8220;FASB&#8221;) Accounting Standards Codification (&#8220;ASC&#8221;) is the
exclusive reference of authoritative U.S. generally accepted accounting principles (&#8220;GAAP&#8221;) recognized
by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities
and Exchange Commission (&#8220;SEC&#8221;) under authority of federal laws are also sources of authoritative
GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting
guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. 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.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">The fund<font style="color:#ff0000; font-family:Serif; font-style:normal;
font-weight:normal;"> </font>enters into contracts that contain a variety of indemnifications. The fund&#8217;s
maximum exposure under these arrangements is unknown. The fund does not anticipate recognizing any loss
related to these arrangements. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">(a)
Portfolio valuation:</font> 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).</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">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. </p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">25</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">GAAP
requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">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:</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; margin-left:18.00pt; text-align:justify;"><font style="font-family:Serif;
font-style:normal; font-weight:bold;">Level 1</font>&#8212;unadjusted quoted prices in active markets for
identical investments.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
margin-left:18.00pt; text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">Level
2</font>&#8212;other significant observable inputs (including quoted prices for similar investments, interest
rates, prepayment speeds, credit risk, etc.).</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; margin-left:18.00pt; text-align:justify;"><font style="font-family:Serif; font-style:normal;
font-weight:bold;">Level 3</font>&#8212;significant unobservable inputs (including the fund&#8217;s own assumptions
in determining the fair value of investments).</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">The inputs or methodology used for valuing securities are not
necessarily an indication of the risk associated with investing in those securities.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">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:</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">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.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">Investments in debt securities, equity securities and floating rate loan interests,
excluding short-term investments (other than U.S. Treasury Bills), and forward foreign currency exchange
contracts (&#8220;forward contracts&#8221;) are valued each business day by one or more independent pricing services
(each, a &#8220;Service&#8221;) approved by the fund&#8217;s Board of Trustees (the &#8220;Board&#8221;).<font style="color:#002060;
font-family:Serif; font-style:normal; font-weight:normal;"> </font>Investments for which quoted bid prices
are readily available and are representative of the bid side of the market in the judgment of a Service
are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities)
and asked prices (as calculated by a Service based upon its evaluation of the market for such securities).
Securities are valued as determined by a 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.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">Each Service and independent valuation firm is engaged under
the general oversight of the Board.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">26</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">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, 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.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">For 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.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">Investments denominated in foreign currencies
are translated to U.S. dollars at the prevailing rates of exchange.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">Forward contracts are valued at the forward
rate and are generally categorized within Level 2 of the fair value hierarchy. </p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The following is a summary
of the inputs used as of March 31, 2021<font style="color:#ff0000; font-family:Serif; font-style:normal;
font-weight:normal;"> </font>in valuing the fund&#8217;s investments:</p><table cellpadding="0" cellspacing="0"
width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:22.86%">&nbsp;</td><td style="width:17.91%">&nbsp;</td><td
style="width:17.91%">&nbsp;</td><td style="width:2.93%">&nbsp;</td><td style="width:16.98%">&nbsp;</td><td
style="width:19.92%">&nbsp;</td><td style="width:1.49%">&nbsp;</td></tr><tr><td style="border-bottom:1.0pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Level
1-Unadjusted Quoted Prices</p></td><td style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Level 2- Other Significant Observable Inputs</p></td><td style="border-bottom:1.0pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Level
3-Significant Unobservable Inputs</p></td><td style="border-bottom:1.0pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;">Total</p></td><td style="border-bottom:1.0pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style=" vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Assets
($)</p></td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="5" style=" vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Investments
In Securities:<font style="color:#000000; font-family:Cambria; font-weight:normal;"><sup>&#8224;</sup></font></p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Collateralized Loan
Obligations</p></td><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">14,657,357</p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">14,657,357</p></td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Corporate Bonds</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">-</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">294,919,599</p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">294,919,599</p></td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Equity Securities -
Common Stocks</p></td><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">413,875</p></td><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">413,875</p></td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Floating Rate Loan Interests</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">-</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">15,144,003</p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">15,144,003</p></td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Investment Companies</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">8,206,846</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">8,206,846</p></td><td style="font-size:1pt; vertical-align:top">&nbsp;</td></tr></table><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">27</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:22.88%">&nbsp;</td><td
style="width:17.91%">&nbsp;</td><td style="width:17.91%">&nbsp;</td><td style="width:2.93%">&nbsp;</td><td
style="width:16.96%">&nbsp;</td><td style="width:.1%">&nbsp;</td><td style="width:19.82%">&nbsp;</td><td
style="width:1.49%">&nbsp;</td></tr><tr><td style="border-bottom:1.0pt; border-bottom-color:#000000;
border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="border-bottom:1.0pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Level
1-Unadjusted Quoted Prices</p></td><td style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Level 2- Other Significant Observable Inputs</p></td><td style="border-bottom:1.0pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Level
3-Significant Unobservable Inputs</p></td><td colspan="2" style="border-bottom:1.0pt; border-bottom-color:#000000;
border-bottom-style:solid;  vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:right;">Total</p></td><td style="border-bottom:1.0pt;
border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td
colspan="6" style=" vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Assets
($)(continued)</p></td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="font-size:1pt;
vertical-align:top">&nbsp;</td></tr><tr><td colspan="5" style=" vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Other Financial Instruments:</p></td><td colspan="2" style=" font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="font-size:1pt; vertical-align:top">&nbsp;</td></tr><tr><td style="vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Forward Foreign Currency Exchange Contracts<font style="color:#141414; font-family:Cambria;
font-weight:normal;"><sup>&#8224;&#8224;</sup></font></p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">-</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">97,690</p></td><td style="font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">-</p></td><td colspan="2" style=" vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">97,690</p></td><td
style="font-size:1pt; vertical-align:top">&nbsp;</td></tr></table><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#8224;</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>See
Statement of Investments for additional detailed categorizations, if any.</p><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font
style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#8224;&#8224;</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>Amount
shown represents unrealized appreciation (depreciation) at period end, but only variation margin on exchanged
traded and centrally cleared derivatives, if any, are reported in the Statement of Assets and Liabilities.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to
determine fair value:</p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td
style="width:62.03%">&nbsp;</td><td style="width:37.97%">&nbsp;</td></tr><tr style="font-size:1;"><td
style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="border-bottom:1.0pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Floating
Rate Loan Interests &amp; <br>Equity Securities-Common Stocks ($)</p></td></tr><tr style="font-size:1;"><td
style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Balance as of 3/31/2020</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">2,939,442</p></td></tr><tr style="font-size:1;"><td style="vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Realized gain (loss)</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(510,113)</p></td></tr><tr
style="font-size:1;"><td style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Change
in unrealized appreciation (depreciation)</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">831,074</p></td></tr><tr
style="font-size:1;"><td style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Purchases/Issuances</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#8211;</p></td></tr><tr style="font-size:1;"><td style="vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Sales/Dispositions</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(1,571,665)</p></td></tr><tr
style="font-size:1;"><td style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Transfers
into Level 3<font style="color:#141414; font-family:Cambria; font-weight:normal;"><sup>&#8224;</sup></font></p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">413,875</p></td></tr><tr style="font-size:1;"><td style="vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Transfers out of Level 3<font style="color:#141414; font-family:Cambria;
font-weight:normal;"><sup>&#8224;</sup></font></p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">(1,688,738)</p></td></tr><tr
style="font-size:1;"><td style="vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Balance
as of 3/31/2021<font style="color:#141414; font-family:Cambria; font-weight:normal;"><sup>&#8224;&#8224;</sup></font></p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">413,875</p></td></tr><tr><td style="vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">The amount of total gains (losses) for the period included in
earnings attributable to the change in unrealized gains  (losses) relating to investments still held
at 3/31/2021</p></td><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">413,875</p></td></tr></table><p style="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font style="font-family:Serif; font-style:italic; font-weight:normal;"><sup>&#8224;</sup></font><font
style="word-spacing:6.4pt;">&nbsp;</font>Transfers into or out of Level 3 represent the value at the
date of transfer. The transfers into Level 3 for the current period was due to the lack of significant
observable inputs. The transfers out of Level 3 for the current period was due the observability of certain
significant inputs.</p><P STYLE="margin-top: 0pt; font: normal italic 8pt Serif; margin-left: 10.8pt; text-align: left; text-indent: -10.8pt; margin-bottom: 0pt"><font style="font-family:Serif; font-style:italic;
font-weight:normal;"><sup>&#8224;&#8224;</sup></font><font style="word-spacing:6.4pt;">&nbsp;</font>Securities
deemed as Level 3 due to the lack of significant observable inputs by management assessment.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif;
font-style:normal; font-weight:bold;">(b) Foreign currency transactions:</font> The fund does not isolate
that portion of the results of operations resulting from changes in foreign exchange rates on investments
from the fluctuations arising from changes in the market prices of securities held. Such fluctuations
are included with the net realized and unrealized gain or loss on investments.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Net realized foreign exchange
gains or losses arise from sales of foreign currencies, currency gains or losses realized on securities
transactions between trade and settlement date, and the difference between the amounts of dividends,
interest and foreign withholding taxes recorded on the fund&#8217;s books and the U.S. dollar equivalent
of the amounts actually </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">28</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">received
or paid. Net unrealized foreign exchange gains and losses arise from changes in the value of assets and
liabilities other than investments resulting from changes in exchange rates. Foreign currency gains and
losses on foreign currency transactions are also included with net realized and unrealized gain or loss
on investments.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">(c)</font>
<font style="font-family:Serif; font-style:normal; font-weight:bold;">Securities transactions and investment
income:</font> Securities transactions are recorded on a trade date basis. Realized gains and losses
from securities transactions are recorded on the identified cost basis. Dividend income is recognized
on the ex-dividend date and interest income, including, where applicable, accretion of discount and amortization
of premium on investments, is recognized on the accrual basis.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:normal;
font-weight:bold;">(d) Affiliated issuers:</font> Investments in other investment companies advised by
the Adviser are considered &#8220;affiliated&#8221; under the Act. </p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:normal;
font-weight:bold;">(e) Risk:</font> The value of the securities in which the fund invests may be affected
by political, regulatory, economic and social developments, and developments that impact specific economic
sectors, industries or segments of the market. In addition, turbulence in financial markets and reduced
liquidity in equity, credit and/or fixed income markets may negatively affect many issuers, which could
adversely affect the fund. Global economies and financial markets are becoming increasingly interconnected,
and conditions and events in one country, region or financial market may adversely impact issuers in
a different country, region or financial market. These risks may be magnified if certain events or developments
adversely interrupt the global supply chain; in these and other circumstances, such risks might affect
companies world-wide.&#160; Recent examples include pandemic risks related to COVID-19 and aggressive measures
taken world-wide in response by governments, including closing borders, restricting international and
domestic travel, and the imposition of prolonged quarantines of large populations, and by businesses,
including changes to operations and reducing staff. To the extent the fund may overweight its investments
in certain countries, companies, industries or market sectors, such positions will increase the fund&#8217;s
exposure to risk of loss from adverse developments affecting those countries, companies, industries or
sectors.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
fund invests primarily in high yield debt securities. Below investment grade instruments are commonly
referred to as &#8220;junk&#8221; or &#8220;high yield&#8221; instruments and are regarded as predominantly speculative
with respect to the issuer&#8217;s capacity to pay interest and repay principal. Below investment grade instruments,
though generally higher yielding, are characterized by higher risk. These instruments are especially
sensitive to adverse changes in </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">29</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">general
economic conditions, to changes in the financial condition of their issuers and to price fluctuation
in response to changes in interest rates. During periods of economic downturn or rising interest rates,
issuers of below investment grade instruments may experience financial stress that could adversely affect
their ability to make payments of principal and interest and increase the possibility of default. The
secondary market for below investment grade instruments may not be as liquid as the secondary market
for more highly rated instruments, a factor which may have an adverse effect on the fund&#8217;s ability
to dispose of a particular security. There are fewer dealers in the market for high yield instruments
than for investment grade instruments. The prices quoted by different dealers may vary significantly,
and the spread between the bid and asked price is generally much larger for high-yield securities than
for higher quality instruments. Under adverse market or economic conditions, the secondary market for
below investment grade instruments could contract, independent of any specific adverse changes in the
condition of a particular issuer, and these instruments may become illiquid. In addition, adverse publicity
and investor perceptions, whether or not based on fundamental analysis, may also decrease the values
and liquidity of below investment grade instruments, especially in a market characterized by a low volume
of trading. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">The fund invests in collateralized loan obligations (&#8220;CLOs&#8221;). Holders of CLOs
and other types of structured products bear risks of the underlying investments, index or reference obligation
and are subject to counterparty risk. Although it is difficult to predict whether the prices of indices
and securities underlying structured products will rise or fall, these prices (and, therefore, the prices
of structured products) will be influenced by the same types of political and economic events that affect
issuers of securities and capital markets generally. Collateralized debt obligations, such as CLOs, may
be thinly traded or have a limited trading market.  CLOs are typically privately offered and sold, and
thus are not registered under the securities laws. As a result, investments in CLOs may be characterized
by the fund as illiquid securities, especially investments in mezzanine and subordinated/equity tranches
of CLOs; however, an active dealer market may exist for certain investments and more senior CLO tranches,
which would allow such securities to be considered liquid in some circumstances. In addition to the general
risks associated with credit instruments, CLOs carry additional risks, including, but not limited to:&#160;&#160;(i)&#160;the
possibility that distributions from collateral securities will not be adequate to make interest or other
payments; (ii)&#160;the quality of the collateral may decline in value or default; (iii)&#160;the possibility
that the class of CLO held by the fund is subordinate to other classes; and (iv)&#160;the complex structure
of the security </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">30</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">may
not be fully understood at the time of investment and may produce disputes with the issuer or unexpected
investment results.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">The fund is permitted to invest up to 5% of its assets directly in the common stock
of junk bond issuers. Stocks generally fluctuate more in value than bonds and may decline significantly
over short time periods.  There is the chance that stock prices overall will decline because stock markets
tend to move in cycles, with periods of rising prices and falling prices. The market value of a stock
may decline due to general market conditions that are not related to the particular company, such as
real or perceived adverse economic conditions, changes in the general outlook for corporate earnings,
changes in interest or currency rates, or adverse investor sentiment generally. A security&#8217;s market
value also may decline because of factors that affect a particular industry, such as labor shortages
or increased production costs and competitive conditions within an industry, or factors that affect a
particular company, such as management performance, financial leverage, and reduced demand for the company&#8217;s
products or services.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">The fund is permitted to invest up to 10% of the fund&#8217;s total assets in floating
rate loans. Unlike publicly-traded common stocks which trade on national exchanges, there is no central
market or exchange for loans to trade. Loans trade in an over-the-counter market, and confirmation and
settlement, which are effected through standardized procedures and documentation, may take significantly
longer than seven days to complete. The secondary market for floating rate loans also may be subject
to irregular trading activity and wide bid/ask spreads. The lack of an active trading market for certain
floating rate loans may impair the ability of the fund to realize full value in the event of the need
to sell a floating rate loan and may make it difficult to value such loans. There may be less readily
available, reliable information about certain floating rate loans than is the case for many other types
of securities, and the fund&#8217;s portfolio managers may be required to rely primarily on their own evaluation
of a borrower&#8217;s credit quality rather than on any available independent sources. The value of collateral,
if any, securing a floating rate loan can decline, and may be insufficient to meet the issuer&#8217;s obligations
in the event of non-payment of scheduled interest or principal or may be difficult to readily liquidate.
In the event of the bankruptcy of a borrower, the fund could experience delays or limitations imposed
by bankruptcy or other insolvency laws with respect to its ability to realize the benefits of the collateral
securing a loan. The floating rate loans in which the fund invests typically will be below investment
grade quality and, like other below investment grade securities, are inherently speculative. As a result,
the risks associated with such floating rate loans are similar to the risks of below investment grade
</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">31</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">securities,
although senior loans are typically senior and secured in contrast to other below investment grade securities,
which are often subordinated and unsecured. Floating rate loans may not be considered to be &#8220;securities&#8221;
for purposes of the anti-fraud protections of the federal securities laws, including those with respect
to the use of material non-public information, so that purchasers, such as the fund, may not have the
benefit of these protections.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">(f) Dividends
and distributions to Shareholders:</font> Dividends and distributions are recorded on the ex-dividend
date. Dividends from investment income-net are normally declared and paid monthly. Dividends from net
realized capital gains, if any, are normally declared and paid annually, but the fund may make distributions
on a more frequent basis to comply with the distribution requirements of the Internal Revenue Code of
1986, as amended (the &#8220;Code&#8221;). To the extent that net realized capital gains can be offset by capital
loss carryovers, it is the policy of the fund not to distribute such gains. Income and capital gain distributions
are determined in accordance with income tax regulations, which may differ from GAAP.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Shareholders will have
their distributions reinvested in additional shares of the fund, unless such shareholders elect to receive
cash, at the lower of the market price or net asset value per share (but not less than 95% of the market
price). If market price is equal to or exceeds net asset value, shares will be issued at net asset value.
If net asset value exceeds market price, Computershare Inc., the transfer agent, will buy fund shares
in the open market and reinvest those shares accordingly.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">On March 24, 2021, the Board declared a cash
dividend of $0.0215 per share from undistributed investment income-net, payable on April 22, 2021 to
shareholders of record as of the close of business on April 08, 2021. The ex-dividend date was April
07, 2021.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:bold;">(g) Federal income taxes:</font> It is
the policy of the fund to continue to qualify as a regulated investment company, if such qualification
is in the best interests of its shareholders, by complying with the applicable provisions of the Code,
and to make distributions of taxable income and net realized capital gain sufficient to relieve it from
substantially all federal income and excise taxes.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">As of and during the period ended March 31,
2021, the fund did not have any liabilities for any uncertain tax positions. The fund recognizes interest
and penalties, if any, related to uncertain tax positions as income tax expense in the Statement of Operations.
During the period ended March 31, 2021, the fund did not incur any interest or penalties.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">32</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Each
tax year in the four-year period ended March 31, 2021 remains subject to examination by the Internal
Revenue Service and state taxing authorities.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">At March 31, 2021, the components of accumulated earnings on
a tax basis were as follows: undistributed ordinary income $1,159,520, accumulated capital losses $52,530,919
and unrealized appreciation $15,179,529.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">The fund is permitted to carry forward capital losses for an
unlimited period. Furthermore, capital loss carryovers retain their character as either short-term or
long-term capital losses.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">The accumulated capital loss carryover is available for federal income tax purposes
to be applied against future net<font style="color:#ff0000; font-family:Serif; font-style:normal; font-weight:normal;">
</font>realized capital gains, if any, realized subsequent to March 31, 2021. The fund has $14,413,548
of short-term capital losses and $38,117,371 of long-term capital losses which can be carried forward
for an unlimited period.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">The tax character of distributions paid to shareholders during the fiscal periods
ended March 31, 2021 and March 31, 2020 were as follows: ordinary income $18,758,583 and $18,903,999,
respectively.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">(h) New accounting
pronouncements:</font> In March 2020, the FASB issued Accounting Standards Update 2020-04, Reference
Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting
(&#8220;ASU 2020-04&#8221;), and in January 2021, the FASB issued Accounting Standards Update 2021-01, Reference
Rate Reform (Topic 848): Scope (&#8220;ASU 2021-01&#8221;), which provides optional, temporary relief with respect
to the financial reporting of contracts subject to certain types of modifications due to the planned
discontinuation of the London Interbank Offered Rate (&#8220;LIBOR&#8221;) and other interbank offered rates
as of the end of 2021. The temporary relief provided by ASU 2020-04 and ASU 2021-01 is effective for
certain reference rate-related contract modifications that occur during the period from March 12, 2020
through December 31, 2022. Management is evaluating the impact of ASU 2020-04 and ASU 2021-01<font style="color:#ff0000;
font-family:Serif; font-style:normal; font-weight:normal;"> </font>on the fund&#8217;s investments, derivatives,
debt and other contracts that will undergo reference rate-related modifications as a result of the reference
rate reform. Management is also currently actively working with other financial institutions and counterparties
to modify contracts as required by applicable regulation and within the regulatory deadlines.</p><p style="font-family:Arial;
font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">NOTE 2&#8212;Borrowings:</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">On November 28, 2020 the
fund&#8217;s $125,000,000 Revolving Credit and Security Agreement with Citibank, N.A. (the &#8220;Citi Agreement&#8221;)
was amended: (i) to reduce the commitment amount to $100,000,000, and (ii) </p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">33</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">extend
its term until November 30, 2020. Under the terms of the Citi Agreement, the fund could borrow &#8220;Advances&#8221;
(including Eurodollar Rate Advances), on a collateralized basis with certain fund assets used as collateral.
The interest paid by the fund on such Advances was determined with reference to the principal amount
of each Advance (and/or Eurodollar Rate Advance) outstanding from time to time. The fund also paid additional
fees pursuant to the Citi Agreement. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">On November 30, 2020, the fund entered into a $125,000,0000
Committed Facility Agreement with BNP Paribas Prime Brokerage International, Limited (the &#8220;BNPP Agreement&#8221;),
which is an evergreen facility with a lock-up term of 179 days. Under the terms of the BNPP Agreement,
the fund may make &#8220;Borrowings&#8221; on a collateralized basis with certain fund assets used as collateral,
which amounted to $210,195,758 at March 31, 2021. The interest to be paid by the fund on such Borrowings
is 90 basis points plus 1-month LIBOR. Any commitment fees with respect to the BNPP Agreement have been
waived and there is no fee in connection with any renewal thereof. </p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">During the period ended March 31, 2021, total
fees pursuant to the Citi Agreement and BNPP Agreement amounted to $1,310,586 inclusive of $629,878 of
interest expense and $680,708 of loan fees. These fees are included in Interest expense and loan fees
in the Statement of Operations.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">The average amount of borrowings outstanding under the Citi
Agreement and BNPP Agreement during the period ended March 31, 2021 was $92,800,000 with a related weighted
average annualized interest rate of .68%.</p><p style="font-family:Arial; font-size:10.0pt; font-style:normal;
font-weight:bold; text-align:left;">NOTE 3&#8212;Management Fee and Other Transactions with Affiliates:</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:bold;">(a) </font>Pursuant to a management and
administration agreement with the Adviser, the management and administration fee is computed at the annual
rate of .75% of the value of the fund&#8217;s average weekly total assets minus the sum of accrued liabilities
(other than the aggregate indebtedness constituting financial leverage) (the &#8220;Managed Assets&#8221;) and
is payable monthly. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">(b) </font>The
fund compensates The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of the Adviser,
 under a custody agreement for providing custodial services for the fund. These fees are determined based
on net assets and transaction activity. During the period ended March 31, 2021<font style="font-family:Serif;
font-style:normal; font-size:11.0pt; font-weight:normal;">, </font>the fund was charged $19,925<font
style="font-family:Serif; font-style:normal; font-size:11.0pt; font-weight:normal;"> </font>pursuant
to the custody agreement.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">34</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
fund has an arrangement with the custodian whereby the fund will receive interest income or overdraft
fees when cash balances are maintained. These fees, if any, are included in interest income in the Statement
of Operations.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">During the period ended March 31, 2021, the fund was charged $8,893 for services
performed by the Chief Compliance Officer and his staff. These fees are included in Chief Compliance
Officer fees in the Statement of Operations.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">The components of &#8220;Due to BNY Mellon Investment Adviser, Inc.
and affiliates&#8221; in the Statement of Assets and Liabilities consist of: management fees of $213,090,
custodian fees of $6,000 and Chief Compliance Officer fees of $2,359.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif;
font-style:normal; font-weight:bold;">(c)</font> Each Board member also serves as a Board member of other
funds in the BNY Mellon Family of Funds complex. Annual retainer fees and attendance fees are allocated
to each fund based on net assets. </p><p style="font-family:Arial; font-size:10.0pt; font-style:normal;
font-weight:bold; text-align:left;">NOTE 4&#8212;Securities Transactions:</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The aggregate amount of
purchases and sales (including paydowns) of investment securities, excluding short-term securities and
forward contracts, during the period ended March 31, 2021, amounted to $279,865,766 and $262,350,563,
respectively.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">Floating Rate
Loan Interests:</font> Floating rate instruments are loans and other securities with interest rates that
adjust or &#8220;float&#8221; periodically. Floating rate loans are made by banks and other financial institutions
to their corporate clients. The rates of interest on the loans adjust periodically by reference to a
base lending rate, such as the LIBOR plus a premium or credit spread. Floating rate loans reset on periodic
set dates, typically 30 to 90 days, but not to exceed one year. The fund may invest in multiple series
or tranches of a loan. A different series or tranche may have varying terms and carry different associated
risks. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:bold;">Derivatives:</font> A derivative is a
financial instrument whose performance is derived from the performance of another asset. The fund enters
into International Swaps and Derivatives Association, Inc. Master Agreements or similar agreements (collectively,
&#8220;Master Agreements&#8221;) with its over-the-counter (&#8220;OTC&#8221;) derivative contract counterparties in
order to, among other things, reduce its credit risk to counterparties. Master Agreements include provisions
for general obligations, representations, collateral and events of default or termination. Under a Master
Agreement, the fund may offset with the counterparty certain derivative financial instruments&#8217; </p><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">35</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">NOTES
TO FINANCIAL STATEMENTS <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">payables
and/or receivables with collateral held and/or posted and create one single net payment in the event
of default or termination.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">Each type of derivative instrument that was held by the fund during the period ended
March 31, 2021 is discussed below.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:bold;">Forward
Foreign Currency Exchange Contracts:</font> 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 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. Forward Contracts
open at March 31, 2021 are set forth in the Statement of Forward Foreign Currency Exchange Contracts.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
provisions of ASC Topic 210 &#8220;Disclosures about Offsetting Assets and Liabilities&#8221; require disclosure
on the offsetting of financial assets and liabilities. These disclosures are required for certain investments,
including derivative financial instruments subject to Master Agreements which are eligible for offsetting
in the Statement of Assets and Liabilities and require the fund to disclose both gross and net information
with respect to such investments. For financial reporting purposes, the fund does not offset derivative
assets and derivative liabilities that are subject to Master Agreements in the Statement of Assets and
Liabilities.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">36</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">At
March 31, 2021, derivative assets and liabilities (by type) on a gross basis are as follows:</p><table
cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:44.83%">&nbsp;</td><td
style="width:2.19%">&nbsp;</td><td style="width:20.55%">&nbsp;</td><td style="width:2.87%">&nbsp;</td><td
style="width:26.23%">&nbsp;</td><td style="width:3.33%">&nbsp;</td></tr><tr><td style="border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Derivative
Financial Instruments:</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">Assets ($)</p></td><td style="border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Liabilities
($)</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#ff0000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Forward contracts</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 97,690 </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> -   </p></td><td style="vertical-align:bottom;"><p style="color:#ff0000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Total gross amount of derivative</p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">   assets and liabilities in the</p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">   Statement of Assets and Liabilities</p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 97,690 </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> -   </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Derivatives not subject to</p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">   Master Agreements</p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> -   </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> -   </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Total gross amount of assets </p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">   and liabilities subject to</p></td><td style="vertical-align:middle;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">   Master Agreements</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 97,690 </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> -   </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td></tr></table><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
following table presents derivative assets net of amounts available for offsetting under Master Agreements
and net of related collateral received or pledged, if any, as of March 31, 2021:</p><table cellpadding="0"
cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:25.53%">&nbsp;</td><td
style="width:18.91%">&nbsp;</td><td style="width:2.02%">&nbsp;</td><td style="width:17.29%">&nbsp;</td><td
style="width:17.29%">&nbsp;</td><td style="width:2.2%">&nbsp;</td><td style="width:16.75%">&nbsp;</td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Financial</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Instruments</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">and Derivatives</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#969696; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td></tr><tr><td style="vertical-align:bottom;"><p style="color:#969696;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Gross Amount of</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Available</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Collateral</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Net Amount
of</p></td></tr><tr><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">Counterparty</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:right;">Assets ($)</p></td><td style="border-bottom:0.5pt;
border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="color:#000000; font-family:Cambria; font-weight:normal;"><sup>1</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">for
Offset ($)</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">Received ($)</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000;
border-bottom-style:solid; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Cambria;
font-weight:normal;"><sup>&#160;</sup><font style="letter-spacing:-2.0pt;font-size:2.0pt;">&nbsp;</font></font></p></td><td
style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Assets
($)</p></td></tr><tr><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Barclays Capital</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> 97,690 </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;"> -   </p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> -
</p></td><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">
97,690 </p></td></tr><tr><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:left;">&#160;</p></td></tr><tr><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:right;">&#160;</p></td></tr><tr><td
colspan="7" style=" vertical-align:bottom;"><p style="color:#000000; font-family:Serif; font-size:8.0pt;
font-style:italic; font-weight:normal; text-align:left;"><font style="color:#000000; font-family:Serif;
font-style:italic; font-weight:normal;"><sup>1</sup></font>   Absent a default event or early termination,
OTC derivative assets and liabilities are presented at gross amounts                             <br>
  and are not offset in the Statement of Assets and Liabilities.</p></td></tr></table><p style="color:#000000;
font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:normal;">The following summarizes the average
market value of derivatives outstanding during</font><font style="color:#ff0000; font-family:Serif; font-style:normal;
font-weight:normal;"> </font><font style="font-family:Serif; font-style:normal; font-weight:normal;">the
period ended March 31, 2021</font>:</p><table cellpadding="0" cellspacing="0" width="100%" style="clear:both"><tr
style="font-size:1pt;"><td style="width:53.15%">&nbsp;</td><td style="width:7.59%">&nbsp;</td><td style="width:39.27%">&nbsp;</td></tr><tr><td
style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">&#160;</p></td><td
style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">&#160;</p></td><td
style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;">Average
Market Value ($)</p></td></tr><tr><td style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:left;">Forward contracts</p></td><td
style="vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:right;">&#160;</p></td><td style="vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:right;"> 15,972,016
</p></td></tr></table><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">At March 31, 2021<font style="color:#000000; font-family:Serif; font-style:normal;
font-weight:normal;">, the</font> cost of investments inclusive of derivative contracts for federal income
tax purposes was $318,189,786; accordingly, accumulated net unrealized appreciation on investments was
$15,151,894, consisting of $16,430,474 gross unrealized appreciation and $1,278,580 gross unrealized
depreciation.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">37</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:bold; text-align:left;">REPORT
OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM</p><p style="font-family:Serif; font-size:9.5pt; font-style:normal;
font-weight:normal; text-align:left;"><a name="12"></a><font style="font-family:Serif; font-style:normal;
font-size:10.5pt; font-weight:normal;"> </font>To the Shareholders and Board of Trustees of BNY Mellon
High Yield Strategies Fund:</p><p style="font-family:Arial; font-size:9.5pt; font-style:italic; font-weight:normal;
text-align:justify;"><font style="font-family:Arial; font-style:italic; font-weight:normal;">Opinion
on the Financial Statements</font></p><p style="font-family:Serif; font-size:9.5pt; font-style:normal;
font-weight:normal; text-align:justify;">We have audited the accompanying statement of assets and liabilities
of BNY Mellon High Yield Strategies Fund (the &#8220;Fund&#8221;), including the statements of investments and
forward foreign currency exchange contracts, as of March 31, 2021, and the statement of investments in
affiliated issuers as of and for the year then ended, the related statements of operations and cash flows
for the year then ended, the statements of changes in net assets for each of the years in the two-year
period then ended, and the related notes (collectively, the financial statements) and the financial highlights
for each of the years in the five-year period then ended. In our opinion, the financial statements and
financial highlights present fairly, in all material respects, the financial position of the Fund as
of March 31, 2021, the results of its operations and its cash flows for the year then ended, the changes
in its net assets for each of the years in the two-year period then ended, and the financial highlights
for each of the years in the five-year period then ended, in conformity with U.S.&#160;generally accepted
accounting principles.</p><p style="font-family:Arial; font-size:9.5pt; font-style:italic; font-weight:normal;
text-align:justify;"><font style="font-family:Arial; font-style:italic; font-weight:normal;">Basis for
Opinion</font></p><p style="font-family:Serif; font-size:9.5pt; font-style:normal; font-weight:normal;
text-align:justify;">These financial statements and financial highlights are the responsibility of the
Fund&#8217;s management. Our responsibility is to express an opinion on these financial statements and financial
highlights based on our audits. We are a public accounting firm registered with the Public Company Accounting
Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in
accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities
and Exchange Commission and the PCAOB.</p><p style="font-family:Serif; font-size:9.5pt; font-style:normal;
font-weight:normal; text-align:justify;">We conducted our audits in accordance with the standards of
the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance
about whether the financial statements and financial highlights are free of material misstatement, whether
due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement
of the financial statements and financial highlights, whether due to error or fraud, and performing procedures
that respond to those risks. Such procedures included examining, on a test basis, evidence regarding
the amounts and disclosures in the financial statements and financial highlights. Such procedures also
included confirmation of securities owned as of March 31, 2021, by correspondence with the custodian,
agent banks and brokers or by other appropriate auditing procedures when replies from agent banks and
brokers were not received. Our audits also included evaluating the accounting principles used and significant
estimates made by management, as well as evaluating the overall presentation of the financial statements
and financial highlights. We believe that our audits provide a reasonable basis for our opinion.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:center;"><img src="img_7dfa518618474.jpg"></p><p
style="font-family:Serif; font-size:9.5pt; font-style:normal; font-weight:normal; text-align:left;">We
have served as the auditor of one or more BNY Mellon Investment Adviser, Inc. investment companies since
1994.</p><p style="font-family:Serif; font-size:9.5pt; font-style:normal; font-weight:normal; text-align:left;">New
York, New York<br>May 27, 2021</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">38</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited)</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal;
text-align:left;"><a name="13"></a><font style="font-family:Serif; font-style:normal; font-weight:normal;">
</font></p><p style="font-family:Arial; font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Dividend
Reinvestment Plan</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">To participate automatically in the Dividend Reinvestment Plan (the &#8220;Plan&#8221;)
of the fund, fund shares must be registered in either your name, or, if your fund shares are held in
nominee or &#8220;street&#8221; name through your broker-dealer, your broker-dealer must be a participant in
the Plan. You may terminate your participation in the Plan, as set forth below. All shareholders participating
(the &#8220;Participants&#8221;) in the Plan will be bound by the following provisions:</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Computershare Inc. (the
&#8220;Agent&#8221;) will act as Agent for each Participant, and will open an account for each Participant under
the Plan in the same name as their present shares are registered, and put into effect for them the dividends
reinvestment option of the plan as of the first record date for a dividend or capital gains distribution.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Whenever
the fund declares income dividend or capital gains distribution payable in shares of the fund or cash
at the option of the shareholders, each Participant that does not opt for cash distributions shall take
such distribution entirely in shares. If on the payment date for a dividend or capital gains distribution,
the net asset value is equal to or less than the market price per share plus estimated brokerage commissions,
the Agent shall automatically receive such shares, including fractions, for each Participant&#8217;s account
except in the circumstances described in the following paragraph. Except in such circumstances, the number
of additional shares to be credited to each Participant&#8217;s account shall be determined by dividing the
dollar amount of the income dividend or capital gains distribution payable on their shares by the greater
of the net asset value per share determined as of the date of purchase or 95% of the then current market
price per share of the fund&#8217;s shares on the payment date.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">Should the net asset value per share of the
fund shares exceed the market price per share plus estimated brokerage commissions on the payment date
for a share or cash income dividend or capital gains distribution, the Agent or a broker-dealer selected
by the Agent shall endeavor, for a purchase period of 30 days to apply the amount of such dividend or
capital gains distribution on each Participant&#8217;s shares (less their pro rata share of brokerage commissions
incurred with respect to the Agent&#8217;s open-market purchases in connection with the reinvestment of such
dividend or distribution) to purchase shares of the fund on the open market for each Participant&#8217;s
account. In no event may such purchase be made more than 30 days after the payment date for such dividend
or distribution except where temporary curtailment or suspension of purchase is necessary to comply with
applicable provisions of federal securities laws. If, at the close of business on any day during the
purchase period the net asset value per share equals or is less than the market price per share plus
estimated brokerage commissions, the Agent will not make any further open-market purchases in connection
with the reinvestment of such dividend or distribution. If the Agent is unable to invest the full dividend
or distribution amount through open-market purchases during the purchase period, the Agent shall request
that, with respect to the uninvested portion of such dividend or distribution amount, the fund issue
new shares at the close of business on </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">39</font></p>

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<p style="page-break-before:always;"></p>


<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">the
earlier of the last day of the purchase period or the first day during the purchase period on which the
net asset value per share equals or is less than the market price per share, plus estimated brokerage
commissions. These newly issued shares will be valued at the then-current market price per share of the
fund&#8217;s shares at the time such shares are to be issued.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">For purposes of making the dividend reinvestment
purchase comparison under the Plan, (a) the market price of the fund&#8217;s shares on a particular date
shall be the last sales price on the NYSE on that date, or, if there is no sale on such NYSE on that
date, then the mean between the closing bid and asked quotations for such shares on such NYSE on such
date and (b) the net asset value per share of the fund&#8217;s shares on a particular date shall be the net
asset value per share most recently calculated by or on behalf of the fund.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Open-market purchases provided
for above may be made on any securities exchange where the fund&#8217;s shares are traded, in the over-the
counter market or in negotiated transactions and may be on such terms as to price, delivery and otherwise
as the Agent shall determine. Each Participant&#8217;s uninvested funds held by the Agent will not bear interest,
and it is understood that, in any event, the Agent shall have no liability in connection with any inability
to purchase shares within 30 days after the initial date of such purchase as herein provided, or with
the timing of any purchase effected. The Agent shall have no responsibility as to the value of the fund&#8217;s
shares acquired for each Participant&#8217;s account. For the purpose of cash investments, the Agent may
commingle each Participant&#8217;s fund with those of other shareholders of the fund for whom the Agent similarly
acts as Agent, and the average price (including brokerage commissions) of all shares purchased by the
Agent as Agent shall be the price per share allocable to each Participant in connection therewith.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
Agent may hold each Participant&#8217;s shares acquired pursuant to the Plan together with the shares of
other shareholders of the fund acquired pursuant to the Plan in noncertificated form in the Agent&#8217;s
name or that of the Agent&#8217;s nominee. The Agent will forward to each Participant any proxy solicitation
material; and will vote any shares so held for each Participant first in accordance with the instructions
set forth on proxies returned by the Participant to the fund, and then with respect to any proxies not
returned by the participant to the fund in the same portion as the Agent votes proxies returned by the
Participants to the fund. Upon a Participant&#8217;s written request, the Agent will deliver to the Participant,
without charge, a certificate or certificates for the full shares.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">The Agent will confirm to each Participant
each acquisition made for their account as soon as practicable but not later than 60 days after the date
thereof. Although each Participant may from time to time have an undivided fractional interest (computed
to four decimal places) in a share of the fund, no certificates for a fractional share will be issued.
However, dividends and distributions on fractional shares will be credited to each Participant&#8217;s account.
In the event of termination of a Participant&#8217;s account under the Plan, the Agent will adjust for any
such undivided fractional interest in cash at the market value of the fund&#8217;s shares at the time of
termination.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">40</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Any
share dividends or split shares distributed by the fund on shares held by the Agent for Participants
will be credited to their accounts. In the event that the fund makes available to its shareholders rights
to purchase additional shares of other securities, the shares held for each Participant under the Plan
will be added to other shares held by the Participant in calculating the number of rights to be issued
to each Participant. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">The Agent&#8217;s service fee for handling capital gains distributions or income dividends
will be paid by the fund. Each Participant will be charged their pro rata share of brokerage commissions
on all open market purchases.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">Each Participant may terminate their account under the Plan by notifying the Agent
in writing. Such termination will be effective immediately if the Participant&#8217;s notice is received
by the Agent not less than ten days prior to any dividend or distribution record date, otherwise such
termination will be effective shortly after the investment of such dividend distributions with respect
to any subsequent dividend or distribution. The Plan may be terminated by the Agent or the fund upon
notice in writing mailed to each Participant at least 90 days prior to any record date for the payment
of any dividend or distribution by the fund. Upon any termination, the Agent will cause a certificate
or certificates to be issued for the full shares held for each Participant under the Plan and cash adjustment
for any fraction to be delivered to them without charge. If a Participant elects by notice to the Agent
in writing in advance of such termination to have the Agent sell part or all of their shares and remit
the proceeds to them, the Agent is authorized to deduct a $5.00 fee plus brokerage commission for this
transaction from the proceeds.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">These terms and conditions may be amended or supplemented by the Agent or the fund
at any time or times but, except when necessary or appropriate to comply with applicable law or the rules
or policies of the SEC or any other regulatory authority, only by mailing to each Participant appropriate
written notice at least 30 days prior to the effective date thereof. The amendment or supplement shall
be deemed to be accepted by each Participant unless, prior to the effective date thereof, the Agent receives
written notice of the termination of their account under the Plan. Any such amendment may include an
appointment by the Agent in its place and stead of a successor Agent under these terms and conditions,
with full power and authority to perform all or any of the acts to be performed by the Agent under these
terms and conditions. Upon any such appointment of any Agent for the purpose of receiving dividends and
distributions, the fund will be authorized to pay to such successor Agent, for each Participant&#8217;s account,
all dividends and distributions payable on shares of the fund held in their name or under the Plan for
retention or application by such successor Agent as provided in these terms and conditions.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The Agent shall at all
times act in good faith and agree to use its best efforts within reasonable limits to insure the accuracy
of all services performed under this Agreement and to comply with applicable law, but assumes no responsibility
and shall not be liable for loss or damage due to errors unless such error is caused by the Agent&#8217;s
negligence, bad faith, or willful misconduct or that of its employees.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">41</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">These
terms and conditions shall be governed by the laws of the State of New York.</p><p style="font-family:Arial;
font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Investment Objective and Principal
Investment Strategies </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:normal; text-decoration:underline;">Investment
Objective</font>. The fund&#8217;s primary investment objective is to seek high current income. The fund
will also seek capital growth as a secondary objective, to the extent consistent with its objective of
seeking high current income. <font style="color:#000000; font-family:Serif; font-style:normal; font-weight:normal;">The
fund&#8217;s investment objectives are fundamental and may not be changed without the affirmative vote of
the holders of a majority (as defined in the Act) of the fund&#8217;s outstanding voting securities. There
is no assurance the fund will achieve its investment objective. </font></p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif;
font-style:normal; font-weight:normal; text-decoration:underline;">Principal Investment Strategies</font>.
Under normal market conditions, the fund will invest at least 65% of its total assets in income securities
of U.S. issuers rated below investment grade quality (lower than Baa by Moody&#8217;s Investors Service,
Inc. (&#8220;Moody&#8217;s&#8221;) or lower than BBB by S&amp;P Global Ratings (&#8220;S&amp;P&#8221;) or comparably rated
by another nationally recognized securities organization (each, a &#8220;Rating Agency&#8221;)) or in unrated
income securities that the Adviser determines to be of comparable quality. Lower grade income securities
are commonly known as &#8220;junk bonds.&#8221; The fund may also invest up to 10% of its total assets in securities
that are the subject of bankruptcy proceedings or otherwise in default as to the repayment of principal
and/or payment of interest at the time of acquisition by the fund or are rated in the lower rating categories
(Ca or lower by Moody&#8217;s and CC or lower by S&amp;P) or which, if unrated, are in the judgment of the
Adviser of equivalent quality (&#8220;Distressed Securities&#8221;). The fund is also permitted to invest up
to 10% of the fund&#8217;s total assets in floating rate loans.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">The fund will invest primarily in bonds,
debentures, notes and other debt instruments. The fund&#8217;s portfolio securities may have fixed or variable
rates of interest and may include asset-backed securities, such as CLOs and government securities. Although
not a principal investment strategy, the fund&#8217;s portfolio securities also may include zero coupon securities,
payment in kind securities or other deferred payment securities, convertible debt obligations and convertible
preferred stock, participation interests in commercial loans, mortgage-related securities, municipal
obligations, stripped securities, commercial paper and other short-term debt obligations. The issuers
of the fund&#8217;s portfolio securities may include domestic and foreign corporations, partnerships, trusts
or similar entities, and governmental entities or their political subdivisions, agencies or instrumentalities.
The fund may invest in companies in, or governments of, developing countries. The fund may invest up
to 25% of its total assets in securities of issuers domiciled outside the United States or that are denominated
in various foreign currencies and multinational currency units. </p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">The fund may engage in various portfolio
strategies to seek to enhance income and hedge its portfolio against investment and interest rate risks,
including the use of leverage and the use of derivative financial instruments. Although the fund is not
limited in the types of derivatives it can use, the fund currently expects that its use of derivatives
will consist principally of credit default swaps, credit default index swaps and foreign currency forward
contracts. </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">42</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
fund&#8217;s portfolio will be invested without regard to maturity. In connection with its investments in
corporate debt securities, or restructuring of investments owned by the fund, the fund may receive warrants
or other non-income producing equity securities. The fund may retain such securities, including equity
shares received upon conversion of convertible securities, until the Adviser determines it is appropriate
in light of current market conditions to effect a disposition of such securities. The fund also may invest
up to 5% of its assets directly in the common stock of junk bond issuers. This percentage will be in
addition to any other common stock holdings acquired as part of warrants or &#8220;units&#8221;, so that the
fund&#8217;s total common stock holdings could exceed 5% at a particular time. However, the fund currently
intends to invest directly in common stocks (including those offered in an initial public offering) to
gain sector exposure and when suitable junk bonds are not available for sale. The fund expects to sell
the common stock promptly when suitable junk bonds are subsequently acquired.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The fund is permitted to
invest asset-backed securities, including up to 5% of its total assets in CLOs. CLOs and other structured
credit investments are generally backed by an asset or a pool of assets (typically senior secured loans,
certain subordinated loans and other credit-related assets in the case of a CLOs) which serve as collateral.
The cash flows from CLOs and structured credit investments are split into two or more portions, called
tranches, varying in risk and yield. The fund and other investors in CLOs and structured finance securities
ultimately bear the credit risk of the underlying collateral. If there are defaults or the relevant collateral
otherwise underperforms, scheduled payments to senior tranches of such securities take precedence over
those of mezzanine tranches, and scheduled payments to mezzanine tranches take precedence over those
to subordinated/equity tranches. The fund may invest in any tranche, including the equity tranche. The
riskiest portion is the &#8220;equity&#8221; tranche, which is subordinate to the other tranches in the event
of defaults. Senior tranches typically have higher ratings and lower yields than its underlying securities,
and may be rated investment grade. The ratings reflect both the credit quality of underlying collateral
as well as how much protection a given tranche is afforded by tranches that are subordinate to it. </p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">At
times, the fund expects to utilize financial leverage through borrowings, including the issuance of debt
securities, or the issuance of preferred shares or through other transactions, such as reverse repurchase
agreements, which have the effect of financial leverage. The fund intends to utilize financial leverage
in an initial amount equal to approximately 25% of its total assets (including the amount obtained through
leverage). The fund currently utilizes financial leverage through its $100,000,000 Revolving Credit and
Security Agreement. The fund generally will not utilize leverage if it anticipates that the fund&#8217;s
leveraged capital structure would result in a lower return to shareholders than that obtainable over
time with an unleveraged capital structure. Use of financial leverage creates an opportunity for increased
income and capital growth for the shareholders but, at the same time, creates special risks, and there
can be no assurance that a leveraging strategy will be successful during any period in which it is employed.
</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">In
selecting investments for the fund&#8217;s portfolio, the Adviser will seek to identify issuers and industries
that the Adviser believes are likely to experience stable or improving </p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">43</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">financial
conditions. The Adviser believes that this strategy should enhance the fund&#8217;s ability to earn high
current income while also providing opportunities for capital growth. The Adviser&#8217;s analysis may include
consideration of general industry trends, the issuer&#8217;s managerial strength, changing financial condition,
borrowing requirements or debt maturity schedules, and its responsiveness to changes in business conditions
and interest rates. The Adviser may also consider relative values based on anticipated cash flow, interest
or dividend coverage, asset coverage and earnings prospects. Of course there can be no assurances that
this strategy will be successful. The fund will seek its secondary objective of capital growth by investing
in securities that the Adviser expects may appreciate in value as a result of favorable developments
affecting the business or prospects of the issuer, which may improve the issuer&#8217;s financial condition
and credit rating, or as a result of declines in long-term interest rates.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">In certain market conditions,
the Adviser may determine that securities rated investment grade (i.e., at least Baa by Moody&#8217;s or
BBB by S&amp;P or comparably rated by another Rating Agency) offer significant opportunities for high
income and capital growth. In such conditions, the fund may invest less than 65% of its total assets
in lower grade income securities of U.S. issuers. In addition, the fund may implement various temporary
&#8220;defensive&#8221; strategies at times when the Adviser determines that conditions in the markets make pursuing
the fund&#8217;s basic investment strategy inconsistent with the best interests of its shareholders. These
strategies may include investing all or a portion of the fund&#8217;s assets in higher-quality debt securities.
</p><p style="font-family:Arial; font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Principal
Risk Factors </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">An investment in the fund involves special risk considerations, which are described
below. The fund is a non-diversified, closed-end management investment company designed primarily as
a long-term investment and not as a vehicle for short-term trading purposes. An investment in the fund
may be speculative and it involves a high degree of risk. The fund should not constitute a complete investment
program. Due to the uncertainty in all investments, there can be no assurance that the fund will achieve
its investment objectives. Different risks may be more significant at different times depending on market
conditions. Your shares at any point in time may be worth less than your original investment.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif;
font-style:italic; font-weight:normal;">High Yield Securities Risk. </font>Below investment grade instruments
are commonly referred to as &#8220;junk&#8221; or &#8220;high yield&#8221; instruments and are regarded as predominantly
speculative with respect to the issuer&#8217;s capacity to pay interest and repay principal. Below investment
grade instruments, though generally higher yielding, are characterized by higher risk. These instruments
are especially sensitive to adverse changes in general economic conditions, to changes in the financial
condition of their issuers and to price fluctuation in response to changes in interest rates. During
periods of economic downturn or rising interest rates, issuers of below investment grade instruments
may experience financial stress that could adversely affect their ability to make payments of principal
and interest and increase the possibility of default. The secondary market for below investment grade
instruments may not be as liquid as the secondary market for more highly rated instruments, a factor
which may have an adverse effect on the fund&#8217;s </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">44</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:bold; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:normal;">ability to dispose of a particular
security. There are fewer dealers in the market for high yield instruments than for investment grade
instruments. The prices quoted by different dealers may vary significantly, and the spread between the
bid and asked price is generally much larger for high-yield securities than for higher quality instruments.
Under adverse market or economic conditions, the secondary market for below investment grade instruments
could contract, independent of any specific adverse changes in the condition of a particular issuer,
and these instruments may become illiquid. In addition, adverse publicity and investor perceptions, whether
or not based on fundamental analysis, may also decrease the values and liquidity of below investment
grade instruments, especially in a market characterized by a low volume of trading. </font></p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Default, or the market&#8217;s
perception that an issuer is likely to default, could reduce the value and liquidity of below investment
grade instruments held by the fund, thereby reducing the value of an investment in the fund&#8217;s shares.
In addition, default, or the market&#8217;s perception that an issuer is likely to default, may cause the
fund to incur expenses, including legal expenses, in seeking recovery of principal or interest on its
portfolio holdings, including litigation to enforce the fund&#8217;s rights. In any reorganization or liquidation
proceeding relating to a portfolio company, the fund may lose its entire investment or may be required
to accept cash or securities with a value less than its original investment. Among the risks inherent
in investments in a troubled entity is the fact that it frequently may be difficult to obtain information
as to the true financial condition of such issuer. The Adviser&#8217;s judgment about the credit quality
of an issuer and the relative value of its securities may prove to be wrong. In addition, not only may
the fund lose its entire investment on one or more instruments, fund shareholders may also lose their
entire investments in the fund. Investments in below investment grade instruments may present special
tax issues for the fund to the extent that the issuers of these securities default on their obligations
pertaining thereto, and the U.S. federal income tax consequences to the fund as a holder of such securities
may not be clear. </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">Because of the greater number of investment considerations involved in investing
in below investment grade instruments, the ability of the fund to meet its investment objective depends
more on the Adviser&#8217;s judgment and analytical abilities than would be the case if the portfolio invested
primarily in securities in the higher rating categories. While the Adviser will attempt to reduce the
risks of investing in below investment grade instruments through active portfolio management, diversification,
credit analysis and attention to current developments and trends in the economy and the financial markets,
there can be no assurance that a broadly diversified portfolio of such instruments would substantially
lessen the risks of defaults brought about by an economic downturn or recession.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif;
font-style:italic; font-weight:normal;">Distressed Securities Risk</font>. The fund may invest in credit
instruments of distressed or defaulted issuers. Such instruments may be rated in the lower rating categories
(Caa1 or lower by Moody&#8217;s, or CCC+ or lower by S&amp;P or Fitch Ratings, Inc.) or, if unrated, are
considered by the Adviser to be of comparable quality. For these securities, the risks associated with
below investment grade instruments are more pronounced. Instruments rated in the lower rating categories
are subject to higher credit risk with extremely poor </p><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">45</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">prospects
of ever attaining any real investment standing, to have a current identifiable vulnerability to default,
to be unlikely to have the capacity to pay interest and repay principal when due in the event of adverse
business, financial or economic conditions and/or to be in default or not current in the payment of interest
or principal. Ratings may not accurately reflect the actual credit risk associated with a corporate security.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Investing
in distressed or defaulted securities is speculative and involves substantial risks. The fund may make
such investments when, among other circumstances, the Adviser believes it is reasonably likely that the
issuer of the distressed or defaulted securities will make an exchange offer or will be the subject of
a plan of reorganization pursuant to which the fund will receive new securities in return for the distressed
or defaulted securities. There can be no assurance, however, that such an exchange offer will be made
or that such a plan of reorganization will be adopted. In addition, a significant period of time may
pass between the time at which the fund makes its investment in distressed or defaulted securities and
the time that any such exchange offer or plan of reorganization is completed, if at all. During this
period, it is unlikely that the fund would receive any interest payments on the distressed or defaulted
securities, the fund would be subject to significant uncertainty whether the exchange offer or plan of
reorganization will be completed and the fund may be required to bear certain extraordinary expenses
to protect and recover its investment. The fund also will be subject to significant uncertainty as to
when, in what manner and for what value the obligations evidenced by the distressed or defaulted securities
will eventually be satisfied (<font style="font-family:Serif; font-style:italic; font-weight:normal;">e.g.</font>,
through a liquidation of the issuer&#8217;s assets, an exchange offer or plan of reorganization involving
the distressed or defaulted securities or a payment of some amount in satisfaction of the obligation).
Even if an exchange offer is made or plan of reorganization is adopted with respect to distressed or
defaulted securities held by the fund, there can be no assurance that the securities or other assets
received by the fund in connection with the exchange offer or plan of reorganization will not have a
lower value or income potential than may have been anticipated when the investment was made, or no value.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Fixed-Income Market Risk. </font>The
market value of a fixed-income security may decline due to general market conditions that are not specifically
related to a particular company, such as real or perceived adverse economic conditions, changes in the
outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally.
The fixed-income securities market can be susceptible to increases in volatility and decreases in liquidity.
Liquidity can decline unpredictably in response to overall economic conditions or credit tightening.
Increases in volatility and decreases in liquidity may be caused by a rise in interest rates (or the
expectation of a rise in interest rates). An unexpected increase in fund redemption requests, including
requests from shareholders who may own a significant percentage of the fund&#8217;s shares, which may be
triggered by market turmoil or an increase in interest rates, could cause the fund to sell its holdings
at a loss or at undesirable prices and adversely affect the fund&#8217;s share price and increase the fund&#8217;s
liquidity risk, fund expenses and/or taxable distributions. Federal Reserve policy in response to market
conditions, including with respect to interest rates, may adversely affect the value, volatility and
liquidity of dividend and interest paying securities. Policy </p><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:center;">46</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">and
legislative changes worldwide are affecting many aspects of financial regulation. The impact of these
changes on the markets and the practical implications for market participants may not be fully known
for some time.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Interest
Rate Risk.</font> Prices of bonds and other fixed-income securities tend to move inversely with changes
in interest rates. Typically, a rise in rates will adversely affect fixed-income securities and, accordingly,
will cause the value of the fund&#8217;s investments in these securities to decline. During periods of very
low interest rates, which occur from time to time due to market forces or actions of governments and/or
their central banks, including the Board of Governors of the Federal Reserve System in the U.S., the
fund may be subject to a greater risk of principal decline from rising interest rates. When interest
rates fall, the values of already-issued fixed-income securities generally rise. However, when interest
rates fall, the fund&#8217;s investments in new securities may be at lower yields and may reduce the fund&#8217;s
income. The magnitude of these fluctuations in the market price of fixed-income securities is generally
greater for securities with longer effective maturities and durations because such instruments do not
mature, reset interest rates or become callable for longer periods of time. The change in the value of
a fixed-income security or portfolio can be approximated by multiplying its duration by a change in interest
rates. For example, the market price of a fixed-income security with a duration of three years would
be expected to decline 3% if interest rates rose 1%. Conversely, the market price of the same security
would be expected to increase 3% if interest rates fell 1%. Unlike investment grade bonds, however, the
prices of high yield bonds may fluctuate unpredictably and not necessarily inversely with changes in
interest rates. Interest rates in the United States currently are at or near historic lows due to market
forces and actions of the Board of Governors of the Federal Reserve System in the U.S., primarily in
response to the novel coronavirus (COVID-19) pandemic and resultant market disruptions. Changing interest
rates, including rates that fall below zero, may have unpredictable effects on markets, may result in
heightened market volatility and may detract from fund performance.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:italic; font-weight:normal; text-align:justify;">Credit Risk<font style="font-family:Serif;
font-style:normal; font-weight:normal;">. Credit risk is the risk that one or more fixed-income instruments
in the fund&#8217;s portfolio will decline in price, or the issuer or obligor thereof will fail to pay interest
or repay principal when due, because the issuer or obligor experiences a decline or there is a perception
of a decline in its financial status. Below investment grade instruments involve greater credit risk
than investment grade instruments. </font></p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Liquidity
Risk</font>. When there is little or no active trading market for specific types of securities, it can
become more difficult to sell the securities in a timely manner at or near their perceived value. In
such a market, the value of such securities and the fund&#8217;s net asset value per share may fall dramatically,
even during periods of declining interest rates. Other market developments can adversely affect fixed-income
securities markets. Regulations and business practices, for example, have led some financial intermediaries
to curtail their capacity to engage in trading (<font style="font-family:Serif; font-style:italic; font-weight:normal;">i.e.</font>,
&#8220;market making&#8221;) activities for certain fixed-income securities, which could have the potential to
decrease liquidity and increase volatility in the fixed-income securities markets. Investments that are
illiquid or that trade in lower volumes may be more difficult to value. Liquidity can declaim </p><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">47</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:normal;">unpredictably in response to overall
economic conditions or credit tightening. Increases in volatility and decreases in liquidity may be caused
by a rise in interest rates (or the expectation of a rise in interest rates). The market for below investment
grade securities may be less liquid and therefore these securities may be harder to value or sell at
an acceptable price, especially during times of market volatility or decline. Investments in foreign
securities tend to have greater exposure to liquidity risk than domestic securities. No active trading
market may exist for some of the floating rate loans in which the fund invests and certain loans may
be subject to restrictions on resale. Because some floating rate loans that the fund invests in may have
a more limited secondary market, liquidity risk is more pronounced for the fund than for mutual funds
that invest primarily in other types of fixed-income instruments or equity securities.</font></p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif;
font-style:italic; font-weight:normal;">CLO Risk</font>. Holders of CLOs and other types of structured
products bear risks of the underlying investments, index or reference obligation and are subject to counterparty
risk. The fund may have the right to receive payments only from the issuers of the structured product,
and generally does not have direct rights against the issuer or the entity that sold the assets to be
securitized. While certain structured products enable the investor to acquire interests in a pool of
securities without the brokerage and other expenses associated with directly holding the same securities,
investors in structured products generally pay their share of the investment&#8217;s administrative and other
expenses. Although it is difficult to predict whether the prices of indices and securities underlying
structured products will rise or fall, these prices (and, therefore, the prices of structured products)
will be influenced by the same types of political and economic events that affect issuers of securities
and capital markets generally. If the issuer of a structured product uses shorter term financing to purchase
longer term securities, the issuer may be forced to sell its securities at below market prices if it
experiences difficulty in obtaining such financing, which may adversely affect the value of the structured
products owned by the fund.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">Collateralized debt obligations, such as CLOs, may be thinly traded or have a limited
trading market. CLOs are typically privately offered and sold, and thus are not registered under the
securities laws. As a result, investments in CLOs may be characterized by the fund as illiquid securities,
especially investments in mezzanine and subordinated/equity tranches of CLOs; however, an active dealer
market may exist for certain investments and more senior CLO tranches, which would allow such securities
to be considered liquid in some circumstances. In addition to the general risks associated with credit
instruments, CLOs carry additional risks, including, but not limited to: (i)&#160;the possibility that distributions
from collateral securities will not be adequate to make interest or other payments; (ii)&#160;the quality
of the collateral may decline in value or default; (iii)&#160;the possibility that the class of CLO held
by the fund is subordinate to other classes; and (iv)&#160;the complex structure of the security may not
be fully understood at the time of investment and may produce disputes with the issuer or unexpected
investment results.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;"><font style="color:#000000; font-family:Serif; font-style:italic; font-weight:normal;">Floating
Rate Loan Risk. </font>Unlike publicly traded common stocks which trade on national exchanges, there
is no central market or exchange for loans to trade. Loans trade in an over-the-counter market, and confirmation
and settlement, which are effected through </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">48</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">standardized
procedures and documentation, may take significantly longer than seven days to complete. The secondary
market for floating rate loans also may be subject to irregular trading activity and wide bid/ask spreads.
The lack of an active trading market for certain floating rate loans may impair the ability of the fund
to realize full value in the event of the need to sell a floating rate loan and may make it difficult
to value such loans. There may be less readily available, reliable information about certain floating
rate loans than is the case for many other types of securities, and the fund&#8217;s portfolio managers may
be required to rely primarily on their own evaluation of a borrower&#8217;s credit quality rather than on
any available independent sources. The value of collateral, if any, securing a floating rate loan can
decline, and may be insufficient to meet the issuer&#8217;s obligations in the event of non-payment of scheduled
interest or principal or may be difficult to readily liquidate. In the event of the bankruptcy of a borrower,
the fund could experience delays or limitations imposed by bankruptcy or other insolvency laws with respect
to its ability to realize the benefits of the collateral securing a loan. The floating rate loans in
which the fund invests typically will be below investment grade quality and, like other below investment
grade securities, are inherently speculative. As a result, the risks associated with such floating rate
loans are similar to the risks of below investment grade securities, although senior loans are typically
senior and secured in contrast to other below investment grade securities, which are often subordinated
and unsecured. Floating rate loans may not be considered to be &#8220;securities&#8221; for purposes of the anti-fraud
protections of the federal securities laws, including those with respect to the use of material non-public
information, so that purchasers, such as the fund, may not have the benefit of these protections.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;">LIBOR Risk. </font>Many credit instruments,
derivatives and other financial instruments, including those in which the fund may invest, utilize LIBOR
as the reference or benchmark rate for variable interest rate calculations. However, the use of LIBOR
started to come under pressure following manipulation allegations in 2012. Despite increased regulation
and other corrective actions since that time, concerns have arisen regarding its viability as a benchmark,
due largely to reduced activity in the financial markets that it measures. In July 2017, the Financial
Conduct Authority announced plans to phase out the use of LIBOR by the end of 2021. It was subsequently
announced that tenors of US Dollar LIBOR would continue to be published through June 30, 2023, other
than one week and two month USD LIBOR settings which will cease publication on December 31, 2021. Various
financial industry groups around the world have begun planning the transition to the use of different
benchmarks. In the United States, the Federal Reserve Board and the New York Fed convened the Alternative
Reference Rates Committee, comprised of a group of private-market participants, which recommended the
Secured Overnight Financing Rate as an alternative reference rate to USD LIBOR. Neither the effect of
the transition process, in the United States or elsewhere, nor its ultimate success, can yet be known.
While some instruments tied to LIBOR may include a replacement rate in the event LIBOR is discontinued,
not all instruments have such fallback provisions and the effectiveness of such replacement rates remains
uncertain. The transition process might lead to increased volatility and illiquidity in markets that
currently rely on the LIBOR to determine </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">49</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">interest
rates. The potential cessation of LIBOR could affect the value and liquidity of investments tied to LIBOR,
especially those that do not include fallback provisions, and may result in costs incurred in connection
with closing out positions and entering into new trades.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:italic;
font-weight:normal;">Market Risk.</font> The value of the securities in which the fund invests may be
affected by political, regulatory, economic and social developments, and developments that impact specific
economic sectors, industries or segments of the market. In addition, turbulence in financial markets
and reduced liquidity in equity, credit and/or fixed income markets may negatively affect many issuers,
which could adversely affect the fund. Global economies and financial markets are becoming increasingly
interconnected, and conditions and events in one country, region or financial market may adversely impact
issuers in a different country, region or financial market. These risks may be magnified if certain events
or developments adversely interrupt the global supply chain; in these and other circumstances, such risks
might affect companies worldwide. Recent examples include pandemic risks related to COVID-19 and aggressive
measures taken worldwide in response by governments, including closing borders, restricting international
and domestic travel, and the imposition of prolonged quarantines of large populations, and by businesses,
including changes to operations and reducing staff. The effects of COVID-19 have contributed to increased
volatility in global markets and will likely affect certain countries, companies, industries and market
sectors more dramatically than others. The COVID-19 pandemic has had, and any other outbreak of an infectious
disease or other serious public health concern could have, a significant negative impact on economic
and market conditions and could trigger a prolonged period of global economic slowdown. To the extent
the fund may overweight its investments in certain countries, companies, industries or market sectors,
such positions will increase the fund&#8217;s exposure to risk of loss from adverse developments affecting
those countries, companies, industries or sectors.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:italic;
font-weight:normal;">Management Risk. </font>The fund is subject to management risk because the Adviser
actively manages the fund. The Adviser and the fund&#8217;s portfolio managers will apply investment techniques
and risk analyses in making investment decisions for the fund, but there can be no guarantee that these
will produce the desired results.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Leverage
Risk</font>. The use of leverage by the fund creates an opportunity for increased net income and capital
growth for the fund&#8217;s shares, but, at the same time, creates special risks. There can be no assurance
that a leveraging strategy will be successful during any period in which it is employed. Leverage creates
risks for holders of the fund&#8217;s shares including the likelihood of greater volatility of net asset
value and market price of the fund&#8217;s shares and the risk that fluctuations in interest rates on borrowings
may affect the return to the holders of the fund&#8217;s shares. To the extent the income or capital growth
derived from securities purchased with funds received from leverage exceeds the cost of leverage, the
fund&#8217;s return will be greater than if leverage had not been used. Conversely, if the income or capital
growth from the securities purchased with such funds is not sufficient to cover the cost of leverage,
the return to the fund will be less than if leverage had not been used, and therefore the amount available
for distribution to shareholders </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">50</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">as
dividends and other distributions will be reduced. In the latter case, the Adviser in its best judgment
may nevertheless determine to maintain the fund&#8217;s leveraged position if it deems such action to be
appropriate under the circumstances. During periods in which the fund is utilizing financial leverage,
the investment management and administration fee, which is payable to the Adviser as a percentage of
the fund&#8217;s Managed Assets, will be higher than if the fund did not utilize a leveraged capital structure.
Under the Agreement, the fund is subject to certain covenants, including those relating to asset coverage
and portfolio composition requirements. It is not anticipated that these covenants will impede the Adviser
in managing the fund&#8217;s portfolio in accordance with the fund&#8217;s investment objectives and policies.
</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Use of Derivatives Risk. </font>The
fund is subject to additional risks with respect to the use of derivatives. Derivatives can be volatile
and involve various types and degrees of risk, depending upon the characteristics of the particular derivative
and the portfolio as a whole. Derivatives permit the fund to increase or decrease the level of risk,
or change the character of the risk, to which its portfolio is exposed in much the same way as the fund
can increase or decrease the level of risk, or change the character of the risk, of its portfolio by
making investments in specific securities. However, derivatives may entail investment exposures that
are greater than their cost would suggest, meaning that a small investment in derivatives could have
a large potential impact on the fund&#8217;s performance. If the fund invests in derivatives at inopportune
times or judges market conditions incorrectly, such investments may lower the fund&#8217;s return or result
in a loss. The fund also could experience losses if its derivatives were poorly correlated with the underlying
instruments or the fund&#8217;s other investments, or if the fund were unable to liquidate its position because
of an illiquid secondary market. The market for many derivatives is, or suddenly can become, illiquid.
Changes in liquidity may result in significant, rapid and unpredictable changes in the prices for derivatives.
If a derivative transaction is particularly large or if the relevant market is illiquid, it may not be
possible to initiate a transaction or liquidate a position at an advantageous time or price. Additionally,
some derivatives the fund may use may involve economic leverage, which may increase the volatility of
these instruments as they may increase or decrease in value more quickly than the underlying security,
index, currency, futures contract, or other economic variable.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">Derivatives may be purchased on established
exchanges or through privately negotiated transactions referred to as OTC derivatives. Exchange-traded
derivatives generally are guaranteed by the clearing agency that is the issuer or counterparty to such
derivatives. As a result, unless the clearing agency defaults, there is relatively little counterparty
credit risk associated with derivatives purchased on an exchange. In contrast, no clearing agency guarantees
OTC derivatives. Therefore, many of the regulatory protections afforded participants on organized exchanges
for futures contracts and exchange-traded options, such as the performance guarantee of an exchange clearing
house, are not available in connection with OTC derivative transactions. As a result, each party to an
OTC derivative bears the risk that the counterparty will default. Accordingly, the Adviser will consider
the creditworthiness of counterparties to OTC derivatives in the same manner as it would review the credit
quality of a security to be purchased by the </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">51</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">fund.
OTC derivatives are less liquid than exchange-traded derivatives since the other party to the transaction
may be the only investor with sufficient understanding of the derivative to be interested in bidding
for it.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Because
many derivatives have a leverage component, adverse changes in the value or level of the underlying asset,
reference rate or index can result in a loss substantially greater than the amount invested in the derivative
itself. Certain derivatives, such as written call options, have the potential for unlimited loss, regardless
of the size of the initial investment. If a derivative transaction is particularly large or if the relevant
market is illiquid (as is the case with many privately-negotiated derivatives, including swap agreements),
it may not be possible to initiate a transaction or liquidate a position at an advantageous time or price.
</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;
text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Credit
Derivatives</font>. The use of credit derivatives is a highly specialized activity which involves strategies
and risks different from those associated with ordinary portfolio security transactions. If the Adviser
is incorrect in its forecasts of default risks, market spreads or other applicable factors, the investment
performance of the fund would diminish compared with what it would have been if these techniques were
not used. Moreover, even if the Adviser is correct in its forecasts, there is a risk that a credit derivative
position may correlate imperfectly with the price of the asset or liability being protected. </p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify; text-indent:36.00pt;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Swap Agreements</font>. The fund may
enter into swap transactions, including credit default swap agreements. Such transactions are subject
to market risk, risk of default by the other party to the transaction and risk of imperfect correlation
between the value of such instruments and the underlying assets and may involve commissions or other
costs. Swaps generally do not involve the delivery of securities, other underlying assets or principal.
Accordingly, the risk of loss with respect to swaps generally is limited to the net amount of payments
that the fund is contractually obligated to make, or in the case of the other party to a swap defaulting,
the net amount of payments that the fund is contractually entitled to receive. The fund bears the risk
of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy
of a swap agreement counterparty. The fund will enter into swap agreements only with counterparties that
meet certain standards of creditworthiness (generally, such counterparties would have to be eligible
counterparties under the terms of the fund&#8217;s repurchase agreement guidelines). In addition, it is possible
that developments in the swaps market, including potential government regulation, could adversely affect
the fund&#8217;s ability to terminate existing swap agreements or to realize amounts to be received under
such agreements.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Forward
Foreign Currency Exchange Contracts</font>. The fund may enter into forward foreign currency exchange
contracts in order to protect against possible losses on foreign investments resulting from adverse changes
in the relationship between the U.S. dollar and foreign currencies. A forward foreign currency exchange
contract involves an obligation to purchase or sell a specific currency at a future date, which may be
any fixed number of days (usually less than one year) from the date of the contract agreed upon by the
parties, at a price and for an amount set at the time of the contract. These </p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">52</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">contracts
are traded in the interbank market conducted directly between currency traders (usually large commercial
banks) and their customers. A forward contract generally has a deposit requirement, and no commissions
are charged at any stage for trades. Generally, secondary markets do not exist for forward contracts,
with the result that closing transactions can be made for forward contracts only by negotiating directly
with the counterparty to the contract. As with other over-the-counter derivatives transactions, forward
contracts are subject to the credit risk of the counterparty. Although foreign exchange dealers do not
charge a fee for conversion, they do realize a profit based on the difference (the spread) between the
price at which they are buying and selling various currencies. However, forward foreign currency exchange
contracts may limit potential gains which could result from a positive change in such currency relationships.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
federal income tax treatment of payments in respect of certain derivatives contracts is unclear. Fund
shareholders may receive distributions that are attributable to derivatives contracts that are treated
as ordinary income for federal income tax purposes. </p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">The SEC recently adopted Rule 18f-4 under
the Act, which will regulate the use of derivatives by the fund and is effective in August 2022. Under
the new rule, the fund may be required to establish a comprehensive derivatives risk management program,
to comply with certain value-at-risk based leverage limits, to appoint a derivatives risk manager and
to provide additional disclosure both publicly and to the SEC regarding its derivatives positions. Compliance
with the new rule by the fund could, among other things, make derivatives more costly, limit their availability
or utility or otherwise adversely affect their performance. The new rule may limit the fund&#8217;s ability
to use derivatives as part of its investment strategy.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif;
font-style:italic; font-weight:normal;">Foreign Investment Risk</font>. To the extent the fund invests
in foreign securities, the fund&#8217;s performance will be influenced by political, social and economic
factors affecting investments in foreign issuers. Special risks associated with investments in foreign
issuers include exposure to currency fluctuations, less liquidity, less developed or less efficient trading
markets, lack of comprehensive company information, political and economic instability and differing
auditing and legal standards. Investments denominated in foreign currencies are subject to the risk that
such currencies will decline in value relative to the U.S. dollar and affect the value of these investments
held by the fund.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Foreign
Currency Risk</font>. Investments in foreign currencies are subject to the risk that those currencies
will decline in value relative to the U.S. dollar or, in the case of hedged positions, that the U.S.
dollar will decline relative to the currency being hedged. Foreign currencies, particularly the currencies
of emerging market countries, are also subject to risks caused by inflation, interest rates, budget deficits
and low savings rates, political factors and government intervention and controls.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify; text-indent:36.00pt;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Equity Securities Risk</font>. To the
extent the fund invests directly in common stock of <font style="color:#000000; font-family:Serif; font-style:normal;
font-weight:normal;">junk bond issuers</font> or acquires equity securities or warrants incidental to
its </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">53</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">investments
in credit instruments, it will be subject to the risks associated with those types of investments.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;
text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Common
Stock Risk</font>. Stocks generally fluctuate more in value than bonds and may decline significantly
over short time periods. There is the chance that stock prices overall will decline because stock markets
tend to move in cycles, with periods of rising prices and falling prices. The market value of a stock
may decline due to general market conditions that are not related to the particular company, such as
real or perceived adverse economic conditions, changes in the general outlook for corporate earnings,
changes in interest or currency rates, or adverse investor sentiment generally. A security&#8217;s market
value also may decline because of factors that affect a particular industry, such as labor shortages
or increased production costs and competitive conditions within an industry, or factors that affect a
particular company, such as management performance, financial leverage, and reduced demand for the company&#8217;s
products or services.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Preferred
Stock Risk</font>. There are special risks associated with investing in preferred stocks, including:</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:61.20pt;
text-align:justify; text-indent:-18.00pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:10.5pt;">&nbsp;</font></font><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Deferral and Omission</font>. Preferred
stocks may include provisions that permit the issuer, at its discretion, to defer or omit distributions
for a stated period without any adverse consequences to the issuer. If the fund owns a preferred stock
that is deferring its distributions, the fund may be required to report income for tax purposes although
it has not yet received such income.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; margin-left:61.20pt; text-align:justify; text-indent:-18.00pt;"><font style="font-family:Symbol;
font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:10.5pt;">&nbsp;</font></font><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Subordination</font>. Preferred stocks
generally are subordinated to loans and other debt instruments in a company&#8217;s capital structure in
terms of having priority to corporate income and liquidation payments, and therefore will be subject
to greater credit risk than loans and other debt instruments.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; margin-left:61.20pt; text-align:justify; text-indent:-18.00pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:10.5pt;">&nbsp;</font></font><font style="font-family:Serif; font-style:italic; font-weight:normal;">Limited
Voting Rights</font>. Generally, preferred stockholders (such as the fund) have no voting rights with
respect to the issuing company unless, among other things, preferred dividends have been in arrears for
a specified number of periods, at which time the preferred stockholders may elect a number of directors
to the issuer&#8217;s board. Generally, once all the arrearages have been paid, the preferred stockholders
no longer have voting rights. In the case of trust preferred securities, holders generally have no voting
rights, except if (i) the issuer fails to pay dividends for a specified period of time or (ii) a declaration
of default occurs and is continuing.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; margin-left:61.20pt; text-align:justify; text-indent:-18.00pt;"><font style="font-family:Symbol;
font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:10.5pt;">&nbsp;</font></font><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Special Redemption Rights</font>. In
certain varying circumstances, an issuer of preferred stock may redeem the securities prior to a specified
date. For instance, for certain types of preferred stocks, a redemption may be triggered by certain changes
in U.S. federal income tax or securities laws. </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:center;">54</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:61.20pt;
text-align:justify;">As with call provisions, a special redemption by the issuer may negatively impact
the return of the security held by the fund.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic;
font-weight:normal;">Convertible Securities Risk</font>. Convertible securities may be converted at either
a stated price or stated rate into underlying shares of common stock or another security. Convertible
securities generally are subordinated to other similar but non-convertible securities of the same issuer.
Although to a lesser extent than with fixed rate debt securities, the market value of convertible securities
tends to decline as interest rates increase. In addition, because of the conversion feature, the market
value of convertible securities tends to vary with fluctuations in the market value of the underlying
common stock or other security. Although convertible securities provide for a stable stream of income,
they are subject to the risk that their issuers may default on their obligations. Convertible securities
also offer the potential for capital appreciation through the conversion feature, although there can
be no assurance of capital appreciation because securities prices fluctuate. Convertible securities generally
offer lower interest or dividend yields than non-convertible securities of similar quality because of
the potential for capital appreciation. Synthetic convertible securities are subject to additional risks,
including risks associated with derivatives.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic;
font-weight:normal;">Warrants and Rights Risk</font>. If the price of the underlying stock does not rise
above the exercise price before the warrant expires, the warrant generally expires without any value
and the fund loses any amount it paid for the warrant. Thus, investments in warrants may involve substantially
more risk than investments in common stock. Warrants may trade in the same markets as their underlying
stock; however, the price of the warrant does not necessarily move with the price of the underlying stock.
An investment in warrants would not entitle the fund to receive dividends or exercise voting rights.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;
text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">U.S. Government
Debt Securities Risk</font>. U.S. government debt securities generally do not involve the credit risks
associated with investments in other types of debt securities, although, as a result, the yields available
from U.S. government debt securities are generally lower than the yields available from other securities.
However, in 2011 S&amp;P downgraded its rating of U.S. government debt, suggesting an increased credit
risk. Further downgrades could have an adverse impact on the price and volatility of U.S. government
debt instruments. Like other debt securities, the values of U.S. government securities change as interest
rates fluctuate. Fluctuations in the value of portfolio securities will not affect interest income on
existing portfolio securities but will be reflected in the fund&#8217;s net asset value. Since the magnitude
of these fluctuations will generally be greater at times when the fund&#8217;s average maturity is longer,
under certain market conditions the fund may, for temporary defensive purposes, accept lower current
income from short-term investments rather than investing in higher yielding long-term securities.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;
text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Non-Diversification
Risk</font>. The fund is non-diversified, which means that the fund may invest a relatively high percentage
of its assets in a limited number of issuers. Therefore, the fund&#8217;s performance may be more vulnerable
to changes in the market </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">55</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">ADDITIONAL
INFORMATION (Unaudited) <font style="font-family:Arial; font-style:italic; font-weight:normal;">(continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:normal;">value of a single issuer or group of
issuers and more susceptible to risks associated with a single economic, political or regulatory occurrence
than a diversified fund.</font></p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify; text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic;
font-weight:normal;">Risk of Market Price Discount from Net Asset Value.</font> Shares of closed-end
funds, such as the fund, frequently trade at a discount from their net asset value. This characteristic
is a risk separate and distinct from the risk that net asset value could decrease as a result of investment
activities. The fund cannot predict whether its shares will trade at, above or below net asset value.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;
text-indent:36.00pt;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">Cybersecurity
Risk.</font> The fund and its service providers are susceptible to operational and information security
risks due to cybersecurity incidents. In general, cybersecurity incidents can result from deliberate
attacks or unintentional events. Cybersecurity attacks include, but are not limited to, gaining unauthorized
access to digital systems (<font style="font-family:Serif; font-style:italic; font-weight:normal;">e.g</font>.,
through &#8220;hacking&#8221; or malicious software coding) for purposes of misappropriating assets or sensitive
information, corrupting data or causing operational disruption. Cyber attacks also may be carried out
in a manner that does not require gaining unauthorized access, such as causing denial-of-service attacks
on websites (i.e., efforts to make services unavailable to intended users). Cybersecurity incidents affecting
the Adviser or other service providers, as well as financial intermediaries, have the ability to cause
disruptions and impact business operations, potentially resulting in financial losses, including by interference
with the fund&#8217;s ability to calculate its net asset value; impediments to trading for the fund&#8217;s portfolio;
the inability of shareholders to transact business with the fund; violations of applicable privacy, data
security or other laws; regulatory fines and penalties; reputational damage; reimbursement or other compensation
or remediation costs; legal fees; or additional compliance costs. Similar adverse consequences could
result from cybersecurity incidents affecting issuers of securities in which the fund invests, counterparties
with which the fund engages in transactions, governmental and other regulatory authorities, exchange
and other financial market operators, banks, brokers, dealers, insurance companies and other financial
institutions and other parties. While information risk management systems and business continuity plans
have been developed which are designed to reduce the risks associated with cybersecurity, there are inherent
limitations in any cybersecurity risk management systems or business continuity plans, including the
possibility that certain risks have not been identified.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;">Given the risks described above, an investment
in the fund may not be appropriate for all investors. You should carefully consider your ability to assume
these risks before making an investment in the fund.</p><p style="font-family:Arial; font-size:10.0pt;
font-style:normal; font-weight:bold; text-align:left;">Recent Changes &amp; Supplemental Information</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">During
the fiscal year ended March 31, 2021, there were (i) no material changes to the fund's investment objectives
and policies that have not been approved by shareholders, (ii) no changes in the fund&#8217;s trust instrument
or by-laws that would delay or prevent a change of control of the company that have not been approved
by shareholders, (iii) no material changes to the principal risk factors associated with investment in
the fund, and </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">56</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">(iv)
no changes in the persons who are primarily responsible for the day-to-day management of the fund's portfolio,
except as follows: </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">Effective January 31, 2021, Leland Hart no longer serve as a primary portfolio manager
of the fund.  Messrs. Chris Barris and Kevin Cronk continue to manage the fund.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The fund has updated certain
of its principal risk factors to reflect the risks associated with the COVID-19 pandemic, Brexit, cybersecurity,
new Rule 18f-4 under the Act and the pending cessation of LIBOR.</p><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">57</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">IMPORTANT
TAX INFORMATION <font style="font-family:Arial; font-size:9.0pt; font-weight:normal;">(Unaudited)</font></p><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;"><a name="14"></a><font
style="font-family:Serif; font-style:normal; font-weight:normal;"> </font></p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">For federal tax purposes
the fund reports the maximum amount allowable but not less than 74.64% as interest-related dividends
in accordance with Section 871(k)(1) and 881(e) of the Internal Revenue Code.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">58</font></p>

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<p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; margin-left:21.60pt;
text-align:left; text-indent:-21.60pt;"><font style="font-family:Arial; font-size:11.5pt; font-weight:normal;">INFORMATION
ABOUT THE RENEWAL OF THE FUND&#8217;S MANAGEMENT AGREEMENT (Unaudited)</font></p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;"><a name="15"></a><font style="font-family:Serif;
font-style:normal; font-weight:normal;"> </font></p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;">At a meeting of the fund&#8217;s Board of Trustees held on February
24-25, 2021, the Board considered the renewal<font style="font-family:Serif; font-style:normal; font-weight:bold;">
</font>of the fund&#8217;s Investment Management and Administration Agreement pursuant to which the Adviser
provides the fund with investment advisory and administrative services (the &#8220;Agreement&#8221;).  The Board
members, none of whom are &#8220;interested persons&#8221; (as defined in the Investment Company Act of 1940,
as amended) of the fund, were assisted in their review by independent legal counsel and met with counsel
in executive session separate from representatives of the Adviser.  In considering the renewal of the
Agreement, the Board considered several factors that it believed to be relevant, including those discussed
below. The Board did not identify any one factor as dispositive, and each Board member may have attributed
different weights to the factors considered.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:normal; font-weight:normal;
text-decoration:underline;">Analysis of Nature, Extent, and Quality of Services Provided to the Fund</font>.
 The Board considered information provided to it at the meeting and in previous presentations from representatives
of the Adviser regarding the nature, extent, and quality of the services provided to funds in the BNY
Mellon fund complex, including the fund.  Representatives of the Adviser noted that the fund is a closed-end
fund without daily inflows and outflows of capital and provided the fund&#8217;s asset size.    </p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The Board also considered
research support available to, and portfolio management capabilities of, the fund&#8217;s portfolio management
personnel and that the Adviser also provides oversight of day-to-day fund operations, including fund
accounting and administration and assistance in meeting legal and regulatory requirements.  The Board
also considered the Adviser&#8217;s extensive administrative, accounting and compliance infrastructures.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:normal; text-decoration:underline;">Comparative
Analysis of the Fund&#8217;s Performance and Management Fee and Expense Ratio</font>.  The Board reviewed
reports prepared by Broadridge Financial Solutions, Inc. (&#8220;Broadridge&#8221;), an independent provider
of investment company data based on classifications provided by Thomson Reuters Lipper, which included
information comparing (1) the fund&#8217;s performance with the performance of a group of leveraged closed-end
high yield funds selected by Broadridge as comparable to the fund (the &#8220;Performance Group&#8221;) and with
a broader group of funds consisting of all leveraged closed-end high yield funds (the &#8220;Performance
Universe&#8221;), all for various periods ended December 31, 2020, and (2) the fund&#8217;s actual and contractual
management fees and total expenses with those of the same group of funds in the Performance Group (the
&#8220;Expense Group&#8221;) and with a broader group of all leveraged closed-end high yield funds, excluding
outliers (the &#8220;Expense Universe&#8221;), the information for which was derived in part from fund financial
statements available to Broadridge as of the date of its analysis.  The Adviser previously had furnished
the Board with a description of the methodology Broadridge used to select the Performance Group and Performance
Universe and the Expense Group and Expense Universe.</p><p style="font-family:Serif; font-size:10.5pt;
font-style:normal; font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:italic;
font-weight:normal;">Performance Comparisons</font>.  Representatives of the Adviser stated that the
usefulness of performance comparisons may be affected by a number of factors, including different </p><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">59</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:14.40pt;
text-align:left; text-indent:-14.40pt;">INFORMATION ABOUT THE RENEWAL OF THE FUND&#8217;S MANAGEMENT AGREEMENT
(Unaudited)<font style="font-family:Arial; font-style:italic; font-weight:normal;"> (continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">investment
limitations and policies that may be applicable to the fund and comparison funds and the end date selected.
The Board discussed with representatives of the Adviser the results of the comparisons and considered
that the fund&#8217;s total return performance, on a net asset value basis, was above the Performance Group
medians for all periods, except the five- and ten-year periods when it was below medians, and above the
Performance Universe medians for all periods.  The Board also considered that the fund&#8217;s total return
performance, on a market price basis, was above the Performance Group medians for all periods, except
the five- and ten-year periods when it was below medians, and below the Performance Universe median for
all periods except the one year period when it was above median.  The Board also considered that, on
net asset value basis and market price basis, the fund&#8217;s yield performance was above the Performance
Group medians for nine of the ten one-year periods ended December 31<font style="font-family:Serif; font-style:normal;
font-weight:normal;"><sup>st</sup></font> and above the Performance Universe medians for all ten one-year
periods ended December 31<font style="font-family:Serif; font-style:normal; font-weight:normal;"><sup>st</sup></font>.
 The Board considered the relative proximity of the fund&#8217;s performance to the Performance Group and/or
Performance Universe medians in certain periods when performance was below median.  The Adviser also
provided a comparison of the fund&#8217;s calendar year total returns to the returns of the fund&#8217;s benchmark
index.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:italic; font-weight:normal;">Management Fee and Expense Ratio Comparisons</font>.
 The Board reviewed and considered the contractual management fee rate payable by the fund to the Adviser
in light of the nature, extent and quality of the management services provided by the Adviser.  In addition,
the Board reviewed and considered the actual management fee rate paid by the fund over the fund&#8217;s last
fiscal year.  The Board also reviewed the range of actual and contractual management fees and total expenses
as a percentage of average net assets of the Expense Group and Expense Universe funds and discussed the
results of the comparisons.  The Board considered that, based on common assets alone, the fund&#8217;s contractual
management fee was slightly higher than the Expense Group median contractual management fee, the fund&#8217;s
actual management fee was higher than the Expense Group median and slightly higher than the Expense Universe
median actual management fee and the fund&#8217;s total expenses were lower than the Expense Group median
and the Expense Universe median total expenses.  The Board also considered that, based on common assets
and leveraged assets together, the fund&#8217;s actual management fee was slightly higher than the Expense
Group median and lower than the Expense Universe median actual management fee and the fund&#8217;s total
expenses were lower than the Expense Group median and the Expense Universe median total expenses.  </p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">Representatives
of the Adviser noted that there were no other funds advised or administered by the Adviser that are in
the same Lipper category as the fund or separate accounts and/or other types of client portfolios advised
by the Adviser that are considered to have similar investment strategies and policies as the fund.</p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;"><font
style="font-family:Serif; font-style:normal; font-weight:normal; text-decoration:underline;">Analysis
of Profitability and Economies of Scale</font>.  Representatives of the Adviser reviewed the expenses
allocated and profit received by the Adviser and its affiliates and the resulting profitability percentage
for managing the fund and the aggregate profitability percentage to the Adviser and its affiliates for
managing the funds in the </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">60</p>

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<p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">BNY
Mellon fund complex, and the method used to determine the expenses and profit.  The Board concluded that
the profitability results were not excessive, given the services rendered and service levels provided
by the Adviser and its affiliates.  The Board also had been provided with information prepared by an
independent consulting firm regarding the Adviser&#8217;s approach to allocating costs to, and determining
the profitability of, individual funds and the entire BNY Mellon fund complex.  The consulting firm also
had analyzed where any economies of scale might emerge in connection with the management of a fund.
</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">The
Board considered on the advice of its counsel the profitability analysis (1) as part of its evaluation
of whether the fees under the Agreement, considered in relation to the mix of services provided by the
Adviser, including the nature, extent and quality of such services, supported the renewal of the Agreement
and (2) in light of the relevant circumstances for the fund and the extent to which economies of scale
would be realized if the fund grows and whether fee levels reflect these economies of scale for the benefit
of fund shareholders.  Representatives of the Adviser stated that, because the fund is a closed-end fund
without daily inflows and outflows of capital, there were not significant economies of scale at this
time to be realized by the Adviser in managing the fund&#8217;s assets.  Representatives of the Adviser also
stated that, as a result of shared and allocated costs among funds in the BNY Mellon fund complex, the
extent of economies of scale could depend substantially on the level of assets in the complex as a whole,
so that increases and decreases in complex-wide assets can affect potential economies of scale in a manner
that is disproportionate to, or even in the opposite direction from, changes in the fund&#8217;s asset level.
 The Board also considered potential benefits to the Adviser from acting as investment adviser and took
into consideration that there were no soft dollar arrangements in effect for trading the fund&#8217;s investments.
 </p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; text-align:justify;">At
the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information
to make an informed business decision with respect to the renewal of the Agreement.  Based on the discussions
and considerations as described above, the Board concluded and determined as follows.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:36.00pt; text-align:justify; text-indent:-18.00pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:10.5pt;">&nbsp;</font></font>The Board concluded that the nature, extent and quality
of the services provided by the Adviser are adequate and appropriate.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:36.00pt; text-align:justify; text-indent:-18.00pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:10.5pt;">&nbsp;</font></font>The Board generally was satisfied with the fund&#8217;s
overall performance.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
margin-left:36.00pt; text-align:justify; text-indent:-18.00pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:10.5pt;">&nbsp;</font></font>The
Board concluded that the fee paid to the Adviser continued to be appropriate under the circumstances
and in light of the factors and the totality of the services provided as discussed above.</p><p style="font-family:Serif;
font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:36.00pt; text-align:justify; text-indent:-18.00pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:10.5pt;">&nbsp;</font></font>The Board determined that the economies of scale which
may accrue to the Adviser and its affiliates in connection with the management of the fund had been adequately
considered by the Adviser in connection with the fee rate charged to the fund pursuant to the Management
Agreement and that, to the extent in the future it were determined that material economies of scale had
not </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">61</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:14.40pt;
text-align:left; text-indent:-14.40pt;">INFORMATION ABOUT THE RENEWAL OF THE FUND&#8217;S MANAGEMENT AGREEMENT
(Unaudited)<font style="font-family:Arial; font-style:italic; font-weight:normal;"> (continued)</font></p><p
style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal; margin-left:36.00pt;
text-align:justify;">been shared with the fund, the Board would seek to have those economies of scale
shared with the fund.</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal; font-weight:normal;
text-align:justify;">In evaluating the Agreement, the Board considered these conclusions and determinations
and also relied on its previous knowledge, gained through meetings and other interactions with the Adviser
and its affiliates, of the Adviser and the services provided to the fund by the Adviser.  The Board also
relied on information received on a routine and regular basis throughout the year relating to the operations
of the fund and the investment management and other services provided under the Agreement, including
information on the investment performance of the fund in comparison to similar funds and benchmark performance
indices; general market outlook as applicable to the fund; and compliance reports.  In addition, the
Board&#8217;s consideration of the contractual fee arrangements for the fund had the benefit of a number
of years of reviews of the Agreement for the fund, or substantially similar agreements for other BNY
Mellon funds that the Board oversees, during which lengthy discussions took place between the Board and
representatives of the Adviser.  Certain aspects of the arrangements may receive greater scrutiny in
some years than in others, and the Board&#8217;s conclusions may be based, in part, on their consideration
of the fund&#8217;s arrangements, or substantially similar arrangements for other BNY Mellon funds that the
Board oversees, in prior years.  The Board determined to renew the Agreement.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">62</p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">BOARD MEMBERS INFORMATION <font style="font-family: Arial; font-size: 9pt; font-weight: normal">(Unaudited)<br>
INDEPENDENT
BOARD MEMBERS</font></p><p style="margin-top: 0pt; color: #141414; font: normal bold 12pt Arial; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt"><a name="16"></a> <font style="font-family: Arial; font-size: 10.5pt; color: #141414"><b>Joseph S. DiMartino (77)<br>
C</b></font>hairman
of the Board (1995)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Current
term expires in 2023</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal;
text-align:justify;">Principal Occupation During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt;
font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>Director or Trustee of funds in the BNY Mellon Family
of Funds and certain other entities (as described in the fund&#8217;s Statement of Additional Information)
(1995-Present)</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal;
text-align:justify;">Other Public Company Board Memberships During Past 5 Years:</p><p style="font-family:Serif;
font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>CBIZ, Inc., a public company providing professional business
services, products and solutions, <font style="font-family:Serif; font-style:italic; font-weight:normal;">Director</font>
(1997-Present)</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal;
text-align:justify;">No. of Portfolios for which Board Member Serves: <font style="font-family:Serif;
font-style:normal; font-weight:normal;">106</font></p><p style="font-family:Serif; font-size:10.0pt;
font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p style="margin-top: 0pt; color: #141414; font: normal bold 10.5pt Arial; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Francine J. Bovich (69)<br>
Board
Member (2011)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Current term expires in
2021</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">Principal
Occupation During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt; font-style:normal; font-weight:normal;
margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>Trustee,
The Bradley Trusts, private trust funds (2011-Present) </p><p style="font-family:Serif; font-size:9.0pt;
font-style:italic; font-weight:normal; text-align:justify;">Other Public Company Board Memberships During
Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt; font-style:normal; font-weight:normal;
margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>Annaly
Capital Management, Inc., a real estate investment trust, <font style="font-family:Serif; font-style:italic;
font-weight:normal;">Director</font> (2014-Present)</p><p style="font-family:Serif; font-size:9.0pt;
font-style:italic; font-weight:normal; text-align:justify;">No. of Portfolios for which Board Member
Serves: <font style="font-family:Serif; font-style:normal; font-weight:normal;">63</font></p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p style="margin-top: 0pt; color: #141414; font: normal bold 10.5pt Arial; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Andrew J. Donohue (70)<br>
Board Member (2019)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">current term expires in 2023</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic;
font-weight:normal; text-align:justify;">Principal Occupation During Past 5 Years:</p><p style="font-family:Serif;
font-size:9.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-style:normal; font-weight:normal;">&#183;</font><font style="font-family:Symbol;
font-style:normal; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font><font style="font-family:Serif;
font-style:normal; font-weight:normal;">Attorney, Solo Law Practice</font> (2019-Present) </p><p style="font-family:Serif;
font-size:9.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-style:normal; font-weight:normal;">&#183;</font><font style="font-family:Symbol;
font-style:normal; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font><font style="font-family:Serif;
font-style:normal; font-weight:normal;">Of Counsel, Shearman &amp; Sterling LLP (2017-2019)</font></p><p
style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; margin-left:10.80pt;
text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-style:normal; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-style:normal; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font><font
style="font-family:Serif; font-style:normal; font-weight:normal;">Chief of Staff to the Chair of the
SEC</font> <font style="font-family:Serif; font-style:normal; font-weight:normal;">(2015-2017)</font></p><p
style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">Other
Public Company Board Memberships During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt;
font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>Oppenheimer Funds (58 funds), <font style="font-family:Serif;
font-style:italic; font-weight:normal;">Director</font> (2017-2019)</p><p style="font-family:Serif; font-size:9.0pt;
font-style:italic; font-weight:normal; text-align:justify;">No. of Portfolios for which Board Member
Serves: <font style="font-family:Serif; font-style:normal; font-weight:normal;">50</font></p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font
style="font-family:Arial; font-weight:bold;">63</font></p>

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<p style="font-family:Arial; font-size:9.0pt; font-style:normal; font-weight:normal; text-align:left;">BOARD
MEMBERS INFORMATION (Unaudited) (continued)<br>INDEPENDENT BOARD MEMBERS (continued)</p><p style="margin-top: 0pt; color: #141414; font: normal bold 10.5pt Arial; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Kenneth A. Himmel (74)<br>
Board
Member (1998)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Current term expires in
2023</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">Principal
Occupation During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt; font-style:normal; font-weight:normal;
margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>Managing
Partner, Gulf Related, an international real estate development company (2010-Present) </p><p style="font-family:Serif;
font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>President and CEO, Related Urban Development, a real
estate development company (1996-Present) </p><p style="font-family:Serif; font-size:9.0pt; font-style:normal;
font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol;
font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>CEO,
American Food Management, a restaurant company (1983-Present) </p><p style="font-family:Serif; font-size:9.0pt;
font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>President and CEO, Himmel &amp; Company, a real estate
development company (1980-Present) </p><p style="font-family:Serif; font-size:9.0pt; font-style:normal;
font-weight:normal; text-align:justify;"><font style="font-family:Serif; font-style:italic; font-weight:normal;">No.
of Portfolios for which Board Member Serves: </font>21</p><p style="font-family:Serif; font-size:10.0pt;
font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p style="margin-top: 0pt; color: #141414; font: normal bold 10.5pt Arial; text-align: left; margin-bottom: 0pt">Stephen J. Lockwood (73)<br>
Board Member (1998)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Current term expires in
2021</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">Principal
Occupation During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt; font-style:normal; font-weight:normal;
margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>Chairman
of the Board, Stephen J. Lockwood and Company LLC, a real estate investment company (2000-Present)</p><p
style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">No.
of Portfolios for which Board Member Serves: <font style="font-family:Serif; font-style:normal; font-weight:normal;">21</font></p><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p style="margin-top: 0pt; color: #141414; font: normal bold 10.5pt Arial; text-align: left; margin-bottom: 0pt">Roslyn M. Watson (71)<br>
Board
Member (1998)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Current term expires in
2022</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">Principal
Occupation During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt; font-style:normal; font-weight:normal;
margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>Principal,
Watson Ventures, Inc., a real estate investment company (1993-Present)</p><p style="font-family:Serif;
font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">Other Public Company Board
Memberships During Past 5 Years:</p><p style="font-family:Serif; font-size:9.0pt; font-style:normal;
font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol;
font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>American
Express Bank, FSB, <font style="font-family:Serif; font-style:italic; font-weight:normal;">Director</font>
(1993-2018)</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">No.
of Portfolios for which Board Member Serves: <font style="font-family:Serif; font-style:normal; font-weight:normal;">50</font></p><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:center;">64</p>

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<p style="margin-top: 0pt; color: #141414; font: normal bold 10.5pt Arial; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Benaree Pratt Wiley (74)<br>
Board Member (1998)</p><p style="margin-top: 0pt; font: normal 9pt Calibri; margin-left: 0.3pt; text-align: left; margin-bottom: 0pt">Current term expires in 2022</p><p style="margin-top: 0pt; font: normal italic 9pt Serif; text-align: justify; margin-bottom: 0pt">Principal Occupation During Past 5 Years:</p><p style="font-family:Serif;
font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>Principal, The Wiley Group, a firm specializing in strategy
and business development (2005-Present)</p><p style="font-family:Serif; font-size:9.0pt; font-style:italic;
font-weight:normal; text-align:justify;">Other Public Company Board Memberships During Past 5 Years:</p><p
style="font-family:Serif; font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:10.80pt;
text-align:left; text-indent:-10.80pt;"><font style="font-family:Symbol; font-weight:normal;">&#183;</font><font
style="font-family:Symbol; font-weight:normal;"><font style="word-spacing:9.0pt;">&nbsp;</font></font>CBIZ,
Inc., a public company providing professional business services, products and solutions, <font style="font-family:Serif;
font-style:italic; font-weight:normal;">Director </font>(2008-Present)</p><p style="font-family:Serif;
font-size:9.0pt; font-style:normal; font-weight:normal; margin-left:10.80pt; text-align:left; text-indent:-10.80pt;"><font
style="font-family:Symbol; font-weight:normal;">&#183;</font><font style="font-family:Symbol; font-weight:normal;"><font
style="word-spacing:9.0pt;">&nbsp;</font></font>Blue Cross-Blue Shield of Massachusetts, <font style="font-family:Serif;
font-style:italic; font-weight:normal;">Director</font> (2004-Present)</p><p style="font-family:Serif;
font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">No. of Portfolios for which
Board Member Serves: <font style="font-family:Serif; font-style:normal; font-weight:normal;">68</font></p><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:center;">&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;&#8212;</p><p
style="font-family:Serif; font-size:9.0pt; font-style:italic; font-weight:normal; text-align:justify;">
The address of the Board Members and Officers is c/o BNY Mellon Investment Adviser, Inc. 240 Greenwich
Street, New York, New York 10286. </p><p style="font-family:Serif; font-size:9.0pt; font-style:italic;
font-weight:normal; text-align:left;">James M. Fitzgibbons, Emeritus Board Member<br></p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">65</font></p>

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<p style="font-family:Arial; font-size:11.5pt; font-style:normal; font-weight:normal; text-align:left;">OFFICERS
OF THE FUND <font style="font-family:Arial; font-size:9.0pt; font-weight:normal;">(Unaudited)</font></p><p
style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;"><a name="17"></a><font
style="font-family:Arial; font-weight:bold;"> </font>DAVID DIPETRILLO, President since January 2021.</p><p
style="font-family:Serif; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left;">Vice President and Director of the Adviser since February 2021, Head of North America
Product, BNY Mellon Investment Management since January 2018, Director of Product Strategy, BNY Mellon
Investment Management from January 2016 to December 2017; He is an officer of 61 investment companies
(comprised of 114 portfolios) managed by the Adviser or an affiliate of the Adviser. He is 43 years old
and has been an employee of BNY Mellon since 2005.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">JAMES WINDELS, Treasurer since November 2001.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Vice President
of the Adviser since September 2020, Director-BNY Mellon Fund Administration, and an officer of 62 investment
companies (comprised of 137 portfolios) managed by the Adviser or an affiliate of the Adviser. He is
62 years old and has been an employee of the Adviser since April 1985.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">BENNETT A. MACDOUGALL, Chief
Legal Officer since October 2015.</p><p style="font-family:Serif; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left;">Chief Legal Officer of the Adviser and Associate
General Counsel and Managing Director of BNY Mellon. He is an officer of 62 investment companies (comprised
of 137 portfolios) managed by the Adviser or an affiliate of the Adviser. He is 49 years old and has
been an employee of the Adviser since June 2015.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">JAMES BITETTO, Vice President since August 2005 and Secretary since
February 2018.</p><p style="font-family:Serif; font-size:8.0pt; font-style:normal; font-weight:normal;
margin-left:07.20pt; text-align:left;">Senior Managing Counsel of BNY Mellon since December 2019; Managing
Counsel of BNY Mellon from April 2014 to December 2019; Secretary of the Adviser, and an officer of 62
investment companies (comprised of 137 portfolios) managed by the Adviser or an affiliate of the Adviser.
He is 54 years old and has been an employee of the Adviser since December 1996.</p><p style="color:#141414;
font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">DEIRDRE CUNNANE,
Vice President and Assistant Secretary since March 2019. </p><p style="font-family:Serif; font-size:8.0pt;
font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Counsel of BNY Mellon since
August 2018; Senior Regulatory Specialist at BNY Mellon Investment Management Services from February
2016 to August 2018. She is an officer of 62 investment companies (comprised of 137 portfolios) managed
by the Adviser or an affiliate of the Adviser. She is 30 years old and has been an employee of the Adviser
since August 2018.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">SARAH S. KELLEHER, Vice President and Assistant Secretary since April 2014.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Managing
Counsel of BNY Mellon since December 2017, Senior Counsel of BNY Mellon from March 2013 to December 2017.
She is an officer of 62 investment companies (comprised of 137 portfolios) managed by the Adviser or
an affiliate of the Adviser. She is 45 years old and has been an employee of the Adviser since March
2013.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">JEFF
PRUSNOFSKY, Vice President and Assistant Secretary since August 2005.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Senior
Managing Counsel of BNY Mellon, and an officer of 62 investment companies (comprised of 137 portfolios)
managed by the Adviser or an affiliate of the Adviser. He is 55 years old and has been an employee of
the Adviser since October 1990.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">AMANDA QUINN, Vice President and Assistant Secretary since March 2020. </p><p style="font-family:Serif;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Counsel
of BNY Mellon since June 2019; Regulatory Administration Manager at BNY Mellon Investment Management
Services from September 2018 to May 2019; Senior Regulatory Specialist at BNY Mellon Investment Management
Services from April 2015 to August 2018. She is an officer of 62 investment companies (comprised of 137
portfolios) managed by the Adviser or an affiliate of the Adviser.  She is 35 years old and has been
an employee of the Adviser since June 2019.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">PETER M. SULLIVAN, Vice President and Assistant Secretary since March
2019. </p><p style="font-family:Serif; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left;">Senior Managing Counsel of BNY Mellon since December 2020; Managing Counsel of BNY
Mellon from March 2009 to December 2020, and an officer of 62 investment companies (comprised of 137
portfolios) managed by the the Adviser or an affiliate of the the Adviser.  He is 53 years old and has
been an employee of BNY Mellon since April 2004.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">NATALYA ZELENSKY, Vice President and Assistant Secretary since March
2017. </p><p style="font-family:Serif; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left;">Managing Counsel of BNY Mellon since December 2019; Counsel of BNY Mellon from May
2016 to December 2019; Assistant Secretary of the Adviser since 2018; Attorney at Wildermuth Endowment
Strategy Fund/Wildermuth Advisory, LLC from November 2015 to May 2016. She is an officer of 62 investment
companies (comprised of 137 portfolios) managed by the Adviser or an affiliate of the Adviser. She is
35 years old and has been an employee of the Adviser since May 2016.</p><p style="font-family:Arial;
font-size:8.0pt; font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial;
font-weight:bold;">66</font></p>

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<p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold; text-align:left;">GAVIN
C. REILLY, Assistant Treasurer since December 2005.</p><p style="font-family:Serif; font-size:8.0pt;
font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Tax Manager-BNY Mellon
Fund Administration, and an officer of 62 investment companies (comprised of 137 portfolios) managed
by the Adviser or an affiliate of the Adviser. He is 52 years old and has been an employee of the Adviser
since April 1991.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:left;">ROBERT SALVIOLO, Assistant Treasurer since May 2007.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Senior
Accounting Manager&#8211;BNY Mellon Fund Administration, and an officer of 62 investment companies (comprised
of 137 portfolios) managed by the Adviser or an affiliate of the Adviser. He is 53 years old and has
been an employee of the Adviser since June 1989.</p><p style="font-family:Arial; font-size:8.0pt; font-style:normal;
font-weight:bold; text-align:left;">ROBERT SVAGNA, Assistant Treasurer since August 2005.</p><p style="font-family:Serif;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;">Senior
Accounting Manager&#8211;BNY Mellon Fund Administration, and an officer of 62 investment companies (comprised
of 137 portfolios) managed by the Adviser or an affiliate of the Adviser. He is 54 years old and has
been an employee of the Adviser since November 1990.</p><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:bold; text-align:left;">JOSEPH W. CONNOLLY, Chief Compliance Officer since
October 2004.</p><p style="font-family:Serif; font-size:8.0pt; font-style:normal; font-weight:normal;
margin-left:07.20pt; text-align:left;">Chief Compliance Officer of the Adviser, the BNY Mellon Family
of Funds and BNY Mellon Funds Trust (61 investment companies, comprised of 129 portfolios). He is 63
years old and has served in various capacities with the Adviser since 1980, including manager of the
firm&#8217;s Fund Accounting Department from 1997 through October 2001.</p><p style="font-family:Arial; font-size:8.0pt;
font-style:normal; font-weight:normal; text-align:center;"><font style="font-family:Arial; font-weight:bold;">67</font></p>

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text-align:center;"> </p><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:bold;
text-align:center;">68</p>

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<p style="font-family:Arial; font-size:11.0pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Arial; font-size:11.5pt; font-weight:normal;">OFFICERS AND TRUSTEES</font><br>BNY
Mellon High Yield Strategies Fund</p><p style="font-family:Serif; font-size:10.5pt; font-style:normal;
font-weight:normal; text-align:left;">240 Greenwich Street<br>New York, NY 10286</p><table cellpadding="2"
cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:42%">&nbsp;</td><td
style="width:8%">&nbsp;</td><td style="width:42%">&nbsp;</td><td style="width:8%">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;"><a name="18"></a><font
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-weight:normal;"> </font>Trustees</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:9.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Officers (continued)</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Joseph S. DiMartino,
Chairman</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Assistant
Treasurers (continued)</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Francine
J. Bovich</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">
   Robert Svagna</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Andrew
J. Donohue</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">
   Robert Salviolo</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Kenneth
A. Himmel</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Stephen J. Lockwood</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Chief Compliance Officer</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Roslyn M. Watson</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">    Joseph W. Connolly</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Benaree Pratt Wiley</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Portfolio Managers</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Officers</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Chris Barris</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">President</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Kevin Cronk</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">    David DiPetrillo</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Chief Legal Officer</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">
   Bennett A. MacDougall</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Adviser</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Vice President and Secretary</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">BNY Mellon Investment
Adviser, Inc.</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">
   James Bitetto</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Vice Presidents and Assistant Secretaries</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">
   Deirdre Cunnane</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000; font-family:Cambria;
font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Custodian</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">    Sarah S. Kelleher</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#000000; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">The Bank of New York
Mellon</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">
   Jeff Prusnofsky</p></td><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414; font-family:Cambria;
font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Counsel</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">    Amanda Quinn</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">K&amp;L Gates LLP</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">    Peter M. Sullivan</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:9.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Transfer Agent,</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
vertical-align:bottom;"><p style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal;
font-weight:normal; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">    Natalya Zelensky</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
vertical-align:middle;"><p style="color:#141414; font-family:Cambria; font-size:9.0pt; font-style:normal;
font-weight:bold; margin-left:07.20pt; text-align:left; text-indent:-07.20pt;">Dividend Disbursing Agent</p></td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#141414;
font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Computershare Inc.</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Treasurer</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p style="color:#000000;
font-family:Cambria; font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt; text-align:left;
text-indent:-07.20pt;">Stock Exchange Listing</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">    James Windels</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">NYSE Symbol: DHF</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Assistant Treasurers</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#000000; font-family:Cambria; font-size:9.0pt; font-style:normal; font-weight:bold; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">Initial SEC Effective Date</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">    Gavin C. Reilly</p></td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; vertical-align:bottom;"><p
style="color:#141414; font-family:Cambria; font-size:8.0pt; font-style:normal; font-weight:normal; margin-left:07.20pt;
text-align:left; text-indent:-07.20pt;">4/23/98</p></td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td
style="background-color:#d9d9d9; font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9;
font-size:1pt; vertical-align:bottom">&nbsp;</td><td style="background-color:#d9d9d9; font-size:1pt;
vertical-align:bottom">&nbsp;</td></tr><tr><td colspan="4" style=" vertical-align:bottom;"><p style="font-family:Serif;
font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">The fund&#8217;s net asset value
per share appears in the following publications: Barron&#8217;s, Closed-End Bond Funds section under the
heading &#8220;Bond Funds&#8221; every Monday; The Wall Street Journal, Mutual Funds section under the heading
&#8220;Closed-End Bond Funds&#8221; every Monday.</p></td></tr><tr><td colspan="4" style=" vertical-align:bottom;"><p
style="font-family:Serif; font-size:8.0pt; font-style:italic; font-weight:normal; text-align:left;">Notice
is hereby given in accordance with Section 23(c) of the Act that the fund may purchase shares of its
common stock in the open market when it can do so at prices below the then current net asset value per
share.</p></td></tr></table><p style="font-family:Arial; font-size:8.0pt; font-style:normal; font-weight:normal;
text-align:center;"><font style="font-family:Arial; font-weight:bold;">69</font></p>

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<p style="page-break-before:always;"></p>


<div style="border-bottom:1pt; border-bottom-color:#000000; border-bottom-style:solid; padding:0pt 0pt
1pt 0pt;"><div style="font-family:Arial; font-size:36.0pt; font-style:normal; font-weight:normal; text-align:left;">For
More Information</div></div><p style="font-family:Arial; font-size:10.0pt; font-style:normal; font-weight:bold;
text-align:left;">BNY Mellon High Yield Strategies Fund</p><p style="font-family:Serif; font-size:10.0pt;
font-style:normal; font-weight:normal; text-align:left;">240 Greenwich Street<br>
New York, NY 10286</p><p style="font-family:Arial;
font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Adviser</p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;">BNY Mellon Investment Adviser, Inc.<br>
240 Greenwich Street<br>
New York, NY 10286</p><p style="font-family:Arial; font-size:10.0pt; font-style:normal;
font-weight:bold; text-align:left;">Custodian</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal;
font-weight:normal; text-align:left;">The Bank of New York Mellon<br>
240 Greenwich Street<br>
New York, NY 10286</p><p style="font-family:Arial;
font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Transfer Agent &amp;<br>Registrar
</p><p style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;">Computershare Inc.<br>
480 Washington Boulevard<br>
Jersey City, NJ 07310</p><p style="font-family:Arial; font-size:10.0pt; font-style:normal;
font-weight:bold; text-align:left;">Dividend Disbursing Agent </p><p style="font-family:Serif; font-size:10.0pt;
font-style:normal; font-weight:normal; text-align:left;">Computershare Inc.<br>
P.O. Box 30170<br>
College Station, TX 77842</p><table
cellpadding="2" cellspacing="0" width="100%" style="clear:both"><tr style="font-size:1pt;"><td style="width:20%">&nbsp;</td><td
style="width:80%">&nbsp;</td></tr><tr><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
border-top:0.5pt; border-top-color:#000000; border-top-style:solid; font-size:1pt; vertical-align:top;"><p
style="font-family:Serif; font-size:10.0pt; font-style:normal; font-weight:bold; text-align:left;">Ticker
Symbol:</p></td><td style="border-bottom:0.5pt; border-bottom-color:#000000; border-bottom-style:solid;
border-top:0.5pt; border-top-color:#000000; border-top-style:solid; vertical-align:bottom;"><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;">DHF</p></td></tr></table><p
style="font-family:Serif; font-size:8.5pt; font-style:normal; font-weight:normal; text-align:left;"><font
style="font-family:Serif; font-style:normal; font-size:10.0pt; font-weight:normal;">For more information
about the fund, visit https://im.bnymellon.com/us/en/products/closed-end-funds.jsp. Here you will find
the fund&#8217;s most recently available quarterly fact sheets and other information about the fund. The
information posted on the fund&#8217;s website is subject to change without notice. </font></p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;">The fund files its complete
schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form
N-PORT. The fund&#8217;s Forms N-PORT are available on the SEC&#8217;s website at <font style="font-family:Serif;
font-style:normal; font-weight:normal; text-decoration:underline;">www.sec.gov</font>.</p><p style="font-family:Serif;
font-size:10.0pt; font-style:normal; font-weight:normal; text-align:left;">A description of the policies
and procedures that the fund uses to determine how to vote proxies relating to portfolio securities and
information regarding how the fund voted these proxies for the most recent 12-month period ended June
30 is available at www.im.bnymellon.com<font style="color:#0000ff; font-family:Serif; font-style:normal;
font-weight:normal; text-decoration:underline;"> </font>and on the SEC&#8217;s website at www.sec.gov and
without charge, upon request, by calling 1-800-373-9387.</p><table cellpadding="2" cellspacing="0" width="100%"
style="clear:both"><tr style="font-size:1pt;"><td style="width:50%">&nbsp;</td><td style="width:50%">&nbsp;</td></tr><tr><td
style="font-size:1pt; vertical-align:bottom;"><p style="font-family:Serif; font-size:8.5pt; font-style:normal;
font-weight:normal; text-align:left;"><br>0430AR0321</p></td><td style="vertical-align:bottom;"><p style="font-family:Serif;
font-size:8.5pt; font-style:normal; font-weight:normal; text-align:right;"><img src="img_875218a6acc84.jpg"></p></td></tr></table>

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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0"></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 12pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><B>Item 2.&#9;Code of Ethics.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">The Registrant has adopted a code of
ethics that applies to the Registrant's principal executive officer, principal financial officer, principal accounting officer
or controller, or persons performing similar functions. There have been no amendments to, or waivers in connection with, the Code
of Ethics during the period covered by this Report.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><B>Item 3.&#9;Audit Committee Financial Expert.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">The Registrant's Board has determined
that Joseph S. DiMartino, a member of the Audit Committee of the Board, is an audit committee financial expert as defined by the
Securities and Exchange Commission (the &quot;SEC&quot;). Mr. DiMartino is &quot;independent&quot; as defined by the SEC for purposes
of audit committee financial expert determinations.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0"><B>Item 4.&#9;Principal Accountant Fees and Services.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">(a) <U>Audit Fees</U>. The aggregate fees billed
for each of the last two fiscal years (the &quot;Reporting Periods&quot;) for professional services rendered by the Registrant's
principal accountant (the &quot;Auditor&quot;) for the audit of the Registrant's annual financial statements or services that are
normally provided by the Auditor in connection with the statutory and regulatory filings or engagements for the Reporting Periods,
were $105,960 in 2020 and $105,960 in 2021.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">(b) <U>Audit-Related Fees</U>. The aggregate
fees billed in the Reporting Periods for assurance and related services by the Auditor that are reasonably related to the performance
of the audit of the Registrant's financial statements and are not reported under paragraph (a) of this Item 4 were $5,450 in 2020
and $5,450 in 2021. These services consisted of one or more of the following: (i) agreed upon procedures related to compliance
with Internal Revenue Code section 817(h), (ii) security counts required by Rule 17f-2 under the Investment Company Act of 1940,
as amended, (iii) advisory services as to the accounting or disclosure treatment of Registrant transactions or events and (iv)
advisory services to the accounting or disclosure treatment of the actual or potential impact to the Registrant of final or proposed
rules, standards or interpretations by the Securities and Exchange Commission, the Financial Accounting Standards Boards or other
regulatory or standard-setting bodies.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">The aggregate fees billed in the Reporting
Periods for non-audit assurance and related services by the Auditor to the Registrant's investment adviser (not including any sub-investment
adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and
any entity controlling, controlled by or under common control with the investment adviser that provides ongoing services to the
Registrant (&quot;Service Affiliates&quot;), that were reasonably related to the performance of the annual audit of the Service
Affiliate, which required pre-approval by the Audit Committee were $0 in 2020 and $0 in 2021.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">(c) <U>Tax Fees</U>. The aggregate fees billed
in the Reporting Periods for professional services rendered by the Auditor for tax compliance, tax advice, and tax planning (&quot;Tax
Services&quot;) were $2,730 in 2020 and $0 in 2021. These services consisted of review or preparation of U.S. federal, state, local
and excise tax returns. The aggregate fees billed in the Reporting Periods for Tax Services by the Auditor to Service Affiliates,
which required pre-approval by the Audit Committee were $0 in 2020 and $0 in 2021.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">(d) <U>All Other Fees</U>. The aggregate fees
billed in the Reporting Periods for products and services provided by the Auditor, other than the services reported in paragraphs
(a) through (c) of this Item, were $0 in 2020 and $0 in 2021.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">The aggregate fees billed in the Reporting
Periods for Non-Audit Services by the Auditor to Service Affiliates, other than the services reported in paragraphs (b) through
(c) of this Item, which required pre-approval by the Audit Committee, were $0 in 2020 and $0 in 2021.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">(e)(1) <U>Audit Committee
Pre-Approval Policies and Procedures</U>. The Registrant's Audit Committee has established policies and procedures (the &quot;Policy&quot;)
for pre-approval (within specified fee limits) of the Auditor's engagements for non-audit services to the Registrant and Service
Affiliates without specific case-by-case consideration. The pre-approved services in the Policy can include pre-approved audit
services, pre-approved audit-related services, pre-approved tax services and pre-approved all other services. Pre-approval considerations
include whether the proposed services are compatible with maintaining the Auditor's independence. Pre-approvals pursuant to the
Policy are considered annually.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">(e)(2) <U>Note</U>. None of the services described
in paragraphs (b) through (d) of this Item 4 were approved by the Audit Committee pursuant to paragraph (c)(7)(i)(C) of Rule 2-01
of Regulation S-X.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">(f) None of the hours
expended on the principal accountant's engagement to audit the registrant's financial statements for the most recent fiscal year
were attributed to work performed by persons other than the principal accountant's full-time, permanent employees.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify"><U>Non-Audit Fees</U>. The aggregate non-audit
fees billed by the Auditor for services rendered to the Registrant, and rendered to Service Affiliates, for the Reporting Periods
were $463,000 in 2020 and $472,000 in 2021.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify"><U>Auditor Independence</U>. The Registrant's
Audit Committee has considered whether the provision of non-audit services that were rendered to Service Affiliates, which were
not pre-approved (not requiring pre-approval), is compatible with maintaining the Auditor's independence.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><B>Item 5.&#9;Audit Committee of Listed Registrants.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">During the reporting period, the Registrant
had a separately-designated standing Audit Committee established in accordance with Section 3(a)(58)(A) of the Securities Exchange
Act of 1934, consisting of the following members: Joseph S. DiMartino, Francine J. Bovich, Kenneth A. Himmel, Stephen J. Lockwood,
Roslyn M. Watson and Benaree Pratt Wiley.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0"><B>Item 6.&#9;Investments.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 1in"><FONT STYLE="font-size: 11pt">(a)</FONT></TD><TD><FONT STYLE="font-size: 11pt">Not applicable.</FONT></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><B>Item 7.&#9;&#9;Disclosure of Proxy Voting Policies and
Procedures for Closed-End Management Investment Companies.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>SUMMARY OF THE FUND'S PROXY VOTING
POLICY AND PROCEDURES</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">The Fund's Board of Trustees has adopted
the following procedures with respect to proxy voting by the Fund.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><U>Delegation of Proxy Voting Responsibility
and Adoption of Proxy Voting Procedures</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">The Board has delegated the authority
to vote proxies of companies held in the Fund's portfolio to Alcentra NY, LLC (&quot;Alcentra NY&quot;), as described below. Alcentra
NY is the primary employer of the Fund's portfolio managers, who manage the Fund as employees of BNY Mellon Investment Adviser,
Inc. (&quot;BNYM Investment Adviser&quot;), the Fund's investment adviser.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">In addition, the Board has adopted Alcentra
NY's proxy voting procedures pursuant to which proxies of companies held in the Fund's portfolio will be voted.</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><U>Proxy Voting Operations</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">The Fund has engaged ISS as its proxy
voting agent to administer the ministerial, non-discretionary elements of proxy voting and reporting. Each fund in the BNY Mellon
Family of Funds bears an equal share of ISS's fees in connection with the proxy voting and related services that ISS provides in
respect of the funds.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><U>Voting Shares of Certain Registered
Investment Companies</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">Under certain circumstances, when the
Fund owns shares of another registered investment company (an &quot;Acquired Fund&quot;), the Fund may be required by the 1940
Act or the rules thereunder, or exemptive relief from the 1940 Act and/or the rules thereunder, to vote such Acquired Fund shares
in a certain manner, such as voting the Acquired Fund shares in the same proportion as the vote of all other shareholders of such
Acquired Fund.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><U>Policies and Procedures; Oversight</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">The Fund's Chief Compliance Officer is
responsible for confirming that Alcentra NY has adopted and implemented written policies and procedures that are reasonably designed
to ensure that the Fund's proxies are voted in the best interest of the Fund. In addition, the adequacy of such policies and procedures
are reviewed at least annually, and proxy voting for the Fund is monitored to ensure compliance with Alcentra NY's procedures,
such as by sampling votes cast for the Fund, including routine proposals as well as those that require more analysis, to determine
whether they complied with Alcentra NY's Proxy Voting Procedures.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><U>Review of Proxy Voting</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">BNYM Investment Adviser reports annually
to the Board on the Fund's proxy voting, including information regarding: (1) proxy voting proposals that were voted; (2) proxy
voting proposals that were voted against the management company's recommended vote, but in accordance with the applicable proxy
voting guidelines; and (3) proxy voting proposals that were not voted, including the reasons the proxy voting proposals were not
voted.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><U>Availability of Fund Proxy Voting
Records</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify">Pursuant to Rule 30b1-4 under the 1940
Act, the Fund is required to file its complete proxy voting record with the SEC on Form N-PX not later than August 31<SUP>st</SUP>
of each year for the most recent twelve-month period ended June 30<SUP>th</SUP>. In addition, this information is available, by
August 31<SUP>st</SUP> of each year, at http://www.im.bnymellon.com. The Fund has delegated the responsibility for gathering this
information, filing Form N-PX and posting voting information to the website to BNYM Investment Adviser, with the assistance of
ISS.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>SUMMARY OF ALCENTRA'S PROXY VOTING
POLICY AND PROCEDURES</B></P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify"><B>Scope</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">This Policy applies to all strategies
across both legal entities: Alcentra NY, LLC and Alcentra Limited (collectively, &quot;Alcentra&quot; or the &quot;Firm&quot;).</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">Alcentra generally will not be called
upon to vote proxies for its syndicated loan and direct lending investments because of the nature of the instruments involved in
the investment strategy (i.e. loans rather than securities). An exception is when Alcentra may hold loan investments which could
be converted to voting securities.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">Proxy votes are also not generally conducted
for corporate bonds. In addition, proxy votes may take place from time to time on structured credit investments where our fund
holds the equity tranche.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify"><B>Purpose</B></P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">When engaged by a client to provide discretionary
advisory services, Alcentra is typically delegated the responsibility to vote on matters considered at portfolio companies' shareholder
meetings, usually by means of a proxy ballot (&quot;proxy voting&quot;).</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">In these instances, Alcentra has a duty
to monitor corporate events and to vote proxies in the best interest of its client and not subrogate the interests of its clients
to its own interests. This generally means voting with a view toward enhancing the economic value of the investment. In the case
of social and political responsibility issues that, in Alcentra's opinion, do not primarily involve financial considerations, it
is the Firm's objective to support shareholder proposals that the Firm believes promote good corporate citizenship while enhancing
long-term shareholder value.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">When it has voting responsibility, Alcentra
will make every attempt to vote when given an opportunity to do so. However, there may be instances when the Firm is unable or
unwilling to vote because of legal or operational difficulties or because it believes the administrative burden and/or associated
cost exceeds the expected benefit to a client.</P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify"><B>Regulatory Context</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">The SEC has taken the position that proxy
voting is only required where the adviser exercises discretion over advisory assets and the adviser's contract is silent on proxy
voting responsibilities or specifically provides that the adviser will vote proxies.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">The ERISA rules of the Department of
Labor (&quot;DOL&quot;) require an adviser to vote proxies for ERISA clients unless the plan administrator or other fiduciary has
expressly precluded such responsibilities.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">For most other clients, unless another
service provider is delegated proxy voting responsibilities, the adviser's role as an adviser with investment discretion would
include proxy voting responsibilities.</P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0; text-align: justify"><B>Alcentra NY, Advisers Act Requirements
</B></P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; text-align: justify; margin-right: 0; margin-bottom: 0; margin-left: 0">In
line with the requirements of Rule 206(4)-6 under the Investment Advisers Act of 1940, as amended (the &quot;Advisers Act&quot;),
it is Alcentra's policy to</P>

<UL STYLE="margin-top: 0in; list-style-type: disc">

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">Adopt and implement written policies and procedures
that are reasonably designed to ensure that the adviser votes client securities in the best interest of clients, which procedures
must include how the adviser addresses material conflicts that may arise between the adviser's interests and those of the adviser's
clients;</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">Disclose to clients via the Form ADV Part 2A how
they may obtain information from the adviser about how the adviser voted with respect to their securities; and</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">Describe to clients via Form ADV Part 2A the adviser's
proxy voting policies and procedures and, upon request, furnish a copy of the policies and procedures to the requesting client.</LI>

</UL>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0pt 0 12pt; text-align: justify"><B>Alcentra NY, ERISA Requirements
</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">Following from the DOL's guidance on
proxy voting in respect of ERISA pension plan funds, it is Alcentra policy to:</P>

<UL STYLE="margin-top: 0in; list-style-type: disc">

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">Clearly delineate responsibility for voting between
Alcentra NY and the trustee or other plan fiduciary that appointed Alcentra NY, possibly through the investment management agreement.</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">Take reasonable steps to ensure that it has received
all proxies for which it has voting authority and implemented appropriate reconciliation procedures.</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">In voting, act prudently and solely in the interests
of pension plan participants and beneficiaries. In so doing we consider factors that would affect the value of the plan's investments
and may not subordinate the interests of plan participants and beneficiaries in their retirement income to unrelated objectives,</LI>


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<LI STYLE="line-height: 107%; text-align: justify; margin: 0">such as social considerations. However, other DOL pronouncements
in the context of investment decisions indicate that social considerations may be used in making investment decisions to select
among investments of equal risk and return.</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">The plan administrator will periodically monitor
Alcentra's voting activities, and both the client's monitoring activities and Alcentra's voting activities (including the votes
cast in each particular case) must be documented.</LI>

</UL>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify"><B>Voting</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">Alcentra reviews the circumstances for
each vote to determine which stance would best serve its clients and votes accordingly. Alcentra votes and documents its vote as
follows:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt/107% Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17.85pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol; font-size: 11pt">&middot;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 11pt">A Voting File has been established to document how Alcentra NY voted
on each proxy vote. </FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt/107% Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17.85pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol; font-size: 11pt">&middot;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 11pt">While Alcentra expects to vote all identical client proxies in the
same manner across each client account, the relevant Portfolio Manager or Investment Committee may vote certain client accounts
differently than others if it is determined that it is in the best interest of the respective clients to do so.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt/107% Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17.85pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol; font-size: 11pt">&middot;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 11pt">Alcentra Portfolio Manager or Investment Committee for the particular
Investment Vehicle, or designee, will decide, on a case-by-case, how each vote should be cast in order to best serve the interest
of each respective client. </FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt/107% Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17.85pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol; font-size: 11pt">&middot;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 11pt">A record noting the details of the vote, as well as an assessment
as to whether a material conflict of interest exists, is maintained in the Voting File. </FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 12pt/107% Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17.85pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol; font-size: 11pt">&middot;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="font-size: 11pt">Copies of actual voting records will be maintained.</FONT></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 12pt 0 6pt; text-align: justify"><B>Non-Voting of Proxies</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">When it has voting responsibility, Alcentra
will make every attempt to vote when given an opportunity to do so. However, there may be instances when the Firm is unable or
unwilling to vote because of legal or operational difficulties or because it believes the administrative burden and/or associated
cost exceeds the expected benefit to a client.</P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify"><B>Conflicts of Interest</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">While Alcentra does not anticipate that
it will regularly face a material conflict of interest in the exercise of its voting responsibilities, Alcentra has developed a
Proxy Voting Form that has been designed to identify and document conflicts of interest. Based on the responses to the Form, the
Portfolio Manager or designee will determine if there is any actual or perceived conflict of interest. If a conflict exists, the
Portfolio Manager or designee will determine whether the conflict is &quot;material&quot; based on the nature of the business or
personal relationship, the specific proxy proposal and such other factors or criteria as the Portfolio Manager or designee determine
are relevant.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">In the event of any uncertainty relating
to the presence of a conflict of interest or whether a conflict is material, the Portfolio Manager or designee may consult with
others as appropriate. Employees involved in the decision making process or administration of proxy votes are prohibited from revealing
how Alcentra intends to vote on a proposal in order to reduce any attempted influence from interested parties.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">If a material conflict of interest is
found to exist, the Chief Investment Officer and Chief Compliance Officer will be consulted to ensure that the vote is cast in
a manner that is in the best interest of the client(s). Alcentra may seek an independent third party to recommend how to vote the
proposal. Such recommendation may be based on the third party's predetermined voting policies (so long as the subject matter of
the proposal is specifically addressed in the guidelines) or independent research conducted by the third party.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">In an effort to minimize the appearance that
certain relationships or situations may inappropriately influence its voting decisions, Alcentra has determined that when presented
with the opportunity to vote on shareholder proposals issued by an &quot;Affiliated Fund&quot; (for purposes of this policy, any
pooled investment vehicle that is</P>


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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: justify">sponsored by a subsidiary of BNY Mellon shall
be considered an &quot;Affiliated Fund&quot;), it will vote in the same proportion as all other voting shareholders of such Affiliated
Fund (&quot;echo voting&quot;). If &quot;echo voting&quot; is not operationally feasible, the vote recommendations of an independent
third party shall be applied. The independent third party shall be ISS, if available, or <FONT STYLE="font-size: 11pt">Glass Lewis
&amp; Co. (&quot;Glass Lewis&quot;), if ISS is not available.</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">Notwithstanding the foregoing, Alcentra
also may resolve any material conflict in such other manner as Alcentra believes is in the best interest of the client.</P>

<P STYLE="font: 11pt/107% Times New Roman, Times, Serif; margin: 0pt 0 12pt; text-align: justify"><B>Record Keeping</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">In line with the record-keeping requirements
in Rule 204-2 under the Advisers Act, it is Alcentra policy to maintain the following books and records:</P>

<UL STYLE="margin-top: 0in; list-style-type: disc">

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">Copies of the adviser's proxy voting policies and
procedures</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">A copy of each proxy statement that the adviser
receives regarding client securities. Advisers may rely upon third-party service providers to maintain such records. For example,
if an adviser uses a third-party proxy voting service to vote client proxies, that company may maintain copies of the proxy statements
on behalf of the adviser. The proxy voting service must agree to provide the statements to the adviser promptly upon request. Alternatively,
the adviser could rely upon obtaining a copy of a proxy statement from the SEC's EDGAR system.</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">A record of each vote cast by the adviser on behalf
of a client. Advisers may rely upon the records maintained by a third-party proxy voting service, if the records can be obtained
by the adviser promptly upon request.</LI>

<LI STYLE="line-height: 107%; text-align: justify; margin: 0; font-size: 11pt">A copy of any document created by the adviser that
was material to making a decision on how to vote proxies on behalf of clients or that memorializes the bases for that decision.
For example, some advisers adopt general policies on how they will vote on certain issues.</LI>

</UL>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 8pt; text-align: justify">A copy of each written client request
for information on how the adviser voted proxies on behalf of the client, and a copy of any written response by the adviser to
any written or oral request for information regarding how the adviser votes proxies on behalf of the requesting client.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><B>Item 8.&#9;Portfolio Managers of Closed-End Management
Investment Companies.</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(a)(1) The following information is
as of May 28, 2021, the date of the filing of this report:</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Chris Barris, and Kevin Cronk, CFA are
the fund's primary portfolio managers, positions they have held since October 2010 and September 2021 respectively.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Mr. Barris joined Alcentra in January
2013 as part of the combination of Alcentra with Standish Mellon Asset Management Company LLC's high yield business, and is the
Global Head of High Yield and Deputy Chief Investment Officer. He is responsible for managing all U.S. and global high yield portfolios,
and has extensive experience managing a board range of high yield bond strategies for both institutional and retail finds. Mr.
Barris also is responsible for managing Alcentra's multi-asset credit portfolios, including US and European bonds and loans, and
has considerable experience in credit analysis with over 21 years of investment experience. Mr. Barris joined Standish Mellon Asset
Management Company LLC. An affiliate of BNYM Investment Adviser and Alcentra, in 2005, where he served as a Director and Senior
Portfolio Manager for U.S. and global high yield investments.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Mr. Cronk joined Alcentra in January
2013 as part of the combination of Alcentra with Standish Mellon Asset Management Company LLC's high yield business, and is the
Head of U.S. Credit Research and a member of the U.S. Investment Committee. Mr. Cronk joined Standish Mellon Asset Management Company
LLC, an affiliate of BNYM Investment Adviser and Alcentra, in 2011 from Columbia Management, where he worked</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">for eleven years as a High Yield Analyst
and Portfolio Manager. Prior to that, he worked as a High Yield Investment Associate at Putnam Investments.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Messrs. Barris and Cronk manage the
fund as employees of BNYM Investment Adviser.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(a)(2) The following information is
as of March 31, 2021:</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><U>Portfolio Managers</U>. The Registrant's
investment adviser is responsible for investment decisions and provides the Registrant with portfolio managers who are authorized
by the Director's Board to execute purchases and sales of securities. Chris Barris and Kevin Cronk are the Registrant's primary
portfolio managers. Messrs. Barris and Cronk are dual employees of Alcentra and BNYM Investment Adviser.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify"><U>Portfolio Managers Compensation</U>. Portfolio
managers' compensation is comprised primarily of a market-based salary and an incentive compensation plan (annual and long-term).</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">Alcentra's compensation arrangements include
a fixed salary, discretionary cash bonus and a number of long term incentive plans that are structured to align an employee's interest
with the firm's longer term goals. Portfolio managers are compensated in line with portfolio performance, rather than the growth
of assets under management. Other factors that may be taken into consideration include asset selection and trade execution and
management of portfolio risk.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify"><U>Additional Information About Portfolio Managers</U>.
The following table lists the number and types of other accounts advised by the primary portfolio manager and assets under management
in those accounts as of March 31, 2021:</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 12pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; border: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B><U>Portfolio Manager</U></B></P></TD>
    <TD STYLE="width: 11%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 10pt"><B>Registered Investment Company <U>Accounts</U></B></FONT></TD>
    <TD STYLE="width: 16%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B><U>Assets Managed</U></B></P></TD>
    <TD STYLE="width: 10%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Pooled <U>Accounts</U></B></P></TD>
    <TD STYLE="width: 14%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Assets <U>Managed</U></B></P></TD>
    <TD STYLE="width: 10%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Other <U>Accounts</U></B></P></TD>
    <TD STYLE="width: 17%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B><U>Assets Managed</U></B></P></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-size: 11pt">Chris Barris</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">5</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">$2,734.70</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">2</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">$501.10</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">4</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">$1,573.39</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">Kevin Cronk</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">5</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">$2,734.70</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">3</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">$738.78</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">4</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center; line-height: 115%"><FONT STYLE="font-size: 11pt; line-height: 115%">$1,434.87</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">None of the funds or accounts are subject to
a performance-based advisory fee.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">The dollar range of shares of the Registrant
beneficially owned by the primary portfolio manager is as follows as of March 31, 2021:</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 12pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 27%; border: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><B><U>Portfolio Manager</U></B></P></TD>
    <TD STYLE="width: 36%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><B><U>Registrant Name</U></B></P></TD>
    <TD STYLE="width: 37%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><B>Dollar Range of Registrant </B></P>
        <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><B><U>Shares Beneficially Owned</U></B></P></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: justify"><FONT STYLE="font-size: 11pt">Chris Barris</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">BNY Mellon High Yield Strategies Fund</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 11pt">$40,000.00</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">Kevin Cronk</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 11pt">BNY Mellon High Yield Strategies Fund </FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-size: 11pt">$37,000.00</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin: 0; color: #1F497D">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; color: #1F497D">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">Portfolio managers may manage multiple accounts
for a diverse client base, including mutual funds, separate accounts (assets managed on behalf of institutions such as pension
funds, insurance companies and foundations), bank common trust accounts and wrap fee programs (&quot;Other Accounts&quot;).</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">Potential conflicts of interest may
arise because of BNYM Investment Adviser's, Alcentra's or a portfolio manager's management of the Fund and Other Accounts. For
example, conflicts of interest may arise with both</P>


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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">the aggregation and allocation of securities
transactions and allocation of limited investment opportunities, as BNYM Investment Adviser or Alcentra may be perceived as causing
accounts it manages to participate in an offering to increase BNYM Investment Adviser or Alcentra's overall allocation of securities
in that offering, or to increase BNYM Investment Adviser or Alcentra's ability to participate in future offerings by the same underwriter
or issuer. Allocations of bunched trades, particularly trade orders that were only partially filled due to limited availability,
and allocation of investment opportunities generally, could raise a potential conflict of interest, as BNYM Investment Adviser
and Alcentra may have an incentive to allocate securities that are expected to increase in value to preferred accounts. Initial
public offerings, in particular, are frequently of very limited availability. Conflicts of interest may also exist with respect
to portfolio managers who also manage performance-based fee accounts, such as deciding which securities to allocated to the Fund
versus the performance-based fee account. Additionally, portfolio managers may be perceived to have a conflict of interest if there
are a large number of Other Accounts, in addition to the Fund, that they are managing on behalf of BNYM Investment Adviser or Alcentra.
BNYM Investment Adviser and Alcentra periodically review each portfolio manager's overall responsibilities to ensure that he or
she is able to allocate the necessary time and resources to effectively manage the Fund. In addition, BNYM Investment Adviser and
Alcentra could be viewed as having a conflict of interest to the extent that BNYM Investment Adviser, Alcentra or their affiliates
and/or portfolios managers have a materially larger investment in Other Accounts than their investment in the Fund.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">Other Accounts may have investment objectives,
strategies and risks that differ from those of the Fund. For these or other reasons, the portfolio managers may purchase different
securities for the Fund and the Other Accounts, and the performance of securities purchased for the Fund may vary from the performance
of securities purchased for Other Accounts. The portfolio managers may place transactions on behalf of Other Accounts that are
directly or indirectly contrary to investment decisions made for the Fund, which could have the potential to adversely impact the
Fund, depending on market conditions. In addition, if the Fund's investment is an issuer is at a different level of the issuer's
capital structure than an investment in the issuer by Other Accounts, in the event of credit deterioration of the issuer, there
may be a conflict of interest between the Fund's and such Other Accounts' investment in the issuer.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">A potential conflict of interest may
be perceived to arise if transactions in one account closely follow related transactions in another account, such as when a purchase
increases the value of securities previously purchased by the other account, or when a sale in one account lowers the sale price
received in a sale by a second account.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">BNY Mellon and its affiliates, including
BNYM Investment Adviser, Alcentra and others involved in the management, investment activities or business operations of the Fund,
are engaged in businesses and have interests other than that of managing the Fund. These activities and interesting include potential
multiple advisory, transactional, financial and other interesting in securities, instruments and companies that may be directly
or indirectly purchased or sold by the Fund of the Fund's service providers, which may cause conflicts that could disadvantaged
the Fund.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">BNY Mellon and its affiliates may have
deposit, loan and commercial banking or other relationships with the issuers of securities purchased by the Fund. BNY Mellon has
no obligation to provide to BNYM Investment Adviser, Alcentra or the Fund or the effect transactions on behalf of the Fund in accordance
with, any market or other information, analysis, or research in its possession. Consequently, BNY Mellon (including, but not limited
to, BNY Mellon's central Risk Management Department) may have information that could be material to the management of the Fund
and may not share that information with relevant personally of BNYM Investment Adviser or Alcentra. Accordingly, BNYM Investment
Adviser and Alcentra have informed management of the Fund that in making investment decisions they do not obtain or use material
inside information that BNY Mellon or its affiliated may possess with respect to such issuers.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 1in"><B>Item 9.</B></TD><TD><B>Purchases of Equity Securities by Closed-End Management Investment Companies and Affiliated Purchasers.</B></TD></TR></TABLE>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-indent: 1in"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B>Not
applicable.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 1in"><B>Item 10.</B></TD><TD><B>Submission of Matters to a Vote of Security Holders.</B></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt">There have been no material changes to the procedures applicable
to Item 10.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 1in"><B>Item 11.</B></TD><TD><B>Controls and Procedures.</B></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(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-CSR
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-CSR 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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(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 period covered by this report
that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial
reporting.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 1in"><B>Item 12.</B></TD><TD><B>Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.</B></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt 1in; text-indent: -1in">The fund did not participate in a
securities lending program during this period.</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 1in"><B>Item 13.</B></TD><TD><B>Exhibits.</B></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt">(a)(1)&#9;<A HREF="ncsrcodeofethics-jan2021.htm" STYLE="-sec-extract: exhibit">Code of ethics referred to in Item 2.</A></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(a)(2)&#9;<A HREF="exhibit302.htm">Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.</A></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(a)(3)&#9;Not applicable.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">(b)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<A HREF="exhibit906.htm" STYLE="-sec-extract: exhibit">Certification of principal executive and principal financial officers as required by Rule 30a-2(b) under the Investment Company Act of 1940.</A></P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>SIGNATURES<BR>
<BR>
</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify">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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt">BNY Mellon High Yield Strategies Fund</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">By:&#9;<U>/s/ David DiPetrillo</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;David DiPetrillo</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;President (Principal
Executive Officer)</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Date: &#9;May 26, 2021</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-align: justify">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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">By:&#9;<U>/s/ David DiPetrillo</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;David DiPetrillo</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;President (Principal
Executive Officer)</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Date: &#9;May 26, 2021</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">By:&#9;<U>/s/ James Windels</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;James Windels</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Treasurer (Principal
Financial Officer)</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Date: &#9;May 26, 2021</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt">&nbsp;</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>EXHIBIT INDEX</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt 0.5in; text-align: justify">(a)(1)&#9;Code of ethics referred
to in Item 2.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt 0.5in; text-align: justify">(a)(2)&#9;Certifications of principal
executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940. (EX-99.CERT)</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt 0.5in; text-align: justify">(b)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Certification
of principal executive and principal financial officers as required by Rule 30a-2(b) under the Investment Company Act of 1940.
(EX-99.906CERT)</P>


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<TYPE>EX-99.CODE ETH
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   <TITLE>ncsrcodeofethics-jan2021.htm - Generated by SEC Publisher for SEC Filing</TITLE>
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<p style="margin-bottom:.0001pt;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;">THE BNY MELLON FAMILY OF
FUNDS</font></b></p>

<p style="margin-bottom:.0001pt;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;">BNY MELLON FUNDS TRUST</font></b></p>

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;font-weight:normal;">&nbsp;</font></p>

<p style="margin-bottom:.0001pt;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;">Principal Executive Officer and Senior Financial
Officer</font></b></p>

<p 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;">Code of Ethics</font></b></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">I.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Covered Officers/Purpose of the
Code</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">This code of ethics (the &quot;Code&quot;), adopted by
the funds in the BNY Mellon Family of Funds and BNY Mellon Funds Trust (each, a
&quot;Fund&quot;), applies to each Fund's Principal Executive Officer,
Principal Financial Officer, Principal Accounting Officer or Controller, or
other persons performing similar functions, each of whom is listed on Exhibit A</font><i><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;letter-spacing:-.1pt;"> </font></i><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">(the &quot;Covered Officers&quot;),
for the purpose of promoting:</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">honest and ethical conduct,
including the ethical handling of actual or apparent conflicts of interest
between personal and professional relationships;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">full, fair, accurate, timely and
understandable disclosure in reports and documents that the Fund files with, or
submits to, the Securities and Exchange Commission (the &quot;SEC&quot;) and in
other public communications made by the Fund;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">compliance with applicable laws
and governmental rules and regulations;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">the prompt internal reporting of
violations of the Code to an appropriate person or persons identified in the
Code; and</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">accountability for adherence to
the Code.</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Each Covered Officer should adhere to a high standard
of business ethics and should be sensitive to situations that may give rise to
actual as well as apparent conflicts of interest.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">II.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Covered Officers Should Handle
Ethically Actual and Apparent Conflicts of Interest</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><b><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Overview.&#160; </font></b><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">A
&quot;conflict of interest&quot; occurs when a Covered Officer's private
interest interferes with the interests of, or his service to, the Fund.&#160; For
example, a conflict of interest would arise if a Covered Officer, or a member
of his family, receives improper personal benefits as a result of his position
with the Fund.</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Certain conflicts of interest arise out of the
relationships between Covered Officers and the Fund and already are subject to
conflict of interest provisions in the Investment Company Act of 1940, as
amended (the &quot;Investment Company Act&quot;), and the Investment Advisers Act
of 1940, as amended (the &quot;Investment Advisers Act&quot;).&#160; For example,
Covered Officers may not individually engage in certain transactions (such as
the purchase or sale of securities or other property) with the Fund because of
their status as &quot;affiliated persons&quot; of the Fund.&#160; The compliance
programs and procedures of the Fund and the Fund's investment adviser (the
&quot;Adviser&quot;) are designed to prevent, or identify and correct,
violations of these provisions.&#160; The Code does not, and is not intended to,
repeat or replace these programs and procedures, and the circumstances they
cover fall outside of the parameters of the Code.</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Although typically not presenting an opportunity for
improper personal benefit, conflicts arise from, or as a result of, the
contractual relationship between the Fund and the Adviser of which the Covered
Officers are also officers or employees.&#160; As a result, the Code recognizes that
the Covered Officers, in the ordinary course of their duties (whether formally
for the Fund or for the Adviser, or for both), will be involved in </font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">establishing policies and implementing decisions that will
have different effects on the Adviser and the Fund.&#160; The participation of the
Covered Officers in such activities is inherent in the contractual relationship
between the Fund and the Adviser and is consistent with the performance by the
Covered Officers of their duties as officers of the Fund and, if addressed in
conformity with the provisions of the Investment Company Act and the Investment
Advisers Act, will be deemed to have been handled ethically.&#160; In addition, it
is recognized by the Fund's Board that the Covered Officers also may be
officers or employees of one or more other investment companies covered by this
or other codes of ethics.</font></p>
</DIV><HR noshade align="center" width="100%" size=2><DIV STYLE="page-break-before: always">&nbsp;</DIV><a name="page_2"></a><a name="_bclPageBorder2"></a><DIV STYLE="PADDING-RIGHT: 0%; PADDING-LEFT: 0%">


<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Other conflicts of interest are covered by the Code,
even if such conflicts of interest are not subject to provisions in the
Investment Company Act and the Investment Advisers Act.&#160; Covered Officers
should keep in mind that the Code cannot enumerate every possible scenario.&#160;
The overarching principle of the Code is that the personal interest of a
Covered Officer should not be placed improperly before the interest of the
Fund.</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Each Covered Officer must:</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">not use his personal influence or
personal relationships improperly to influence investment decisions or
financial reporting by the Fund whereby the Covered Officer would benefit
personally to the detriment of the Fund; </font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">not cause the Fund to take action,
or fail to take action, for the individual personal benefit of the Covered
Officer rather than the benefit of the Fund; and</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">not retaliate against any employee
or Covered Officer for reports of potential violations that are made in good
faith.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">III.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Disclosure and Compliance</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Each Covered Officer should
familiarize himself with the disclosure requirements generally applicable to
the Fund within his area of responsibility;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">each Covered Officer should not
knowingly misrepresent, or cause others to misrepresent, facts about the Fund
to others, whether within or outside the Fund, including to the Fund's Board
members and auditors, and to governmental regulators and self-regulatory
organizations;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">each Covered Officer should, to
the extent appropriate within his area of responsibility, consult with other
officers and employees of the Fund and the Adviser with the goal of promoting
full, fair, accurate, timely and understandable disclosure in the reports and
documents the Fund files with, or submits to, the SEC and in other public
communications made by the Fund; and</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">it is the responsibility of each
Covered Officer to promote compliance with the standards and restrictions
imposed by applicable laws, rules and regulations.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">IV.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Reporting and Accountability</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Each Covered Officer must:</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">upon adoption of the Code (or
thereafter, as applicable, upon becoming a Covered Officer), affirm in writing
to the Board that he has received, read, and understands the Code;</font></p>


</DIV><HR noshade align="center" width="100%" size=2><DIV STYLE="page-break-before: always">&nbsp;</DIV><a name="page_3"></a><a name="_bclPageBorder3"></a><DIV STYLE="PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">annually thereafter affirm to the Board
that he has complied with the requirements of the Code; and</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">notify the Adviser's General
Counsel (the &quot;General Counsel&quot;) promptly if he knows of any violation
of the Code.&#160; Failure to do so is itself a violation of the Code. </font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">The General Counsel is responsible for applying the
Code to specific situations in which questions are presented under it and has
the authority to interpret the Code in any particular situation.&#160; However,
waivers sought by any Covered Officer will be considered by the Fund's Board.</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">The Fund will follow these procedures in investigating
and enforcing the Code:</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">the General Counsel will take all
appropriate action to investigate any potential violations reported to him;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">if, after such investigation, the
General Counsel believes that no violation has occurred, the General Counsel is
not required to take any further action;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">any matter that the General
Counsel believes is a violation will be reported to the Board;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">if the Board concurs that a
violation has occurred, it will consider appropriate action, which may include:
review of, and appropriate modifications to, applicable policies and
procedures; notification to appropriate personnel of the Adviser or its board;
or dismissal of the Covered Officer;</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">the Board will be responsible for
granting waivers, as appropriate; and</font></p>

<p style="margin-bottom:12.0pt;margin-left:.8in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.3in;"><font face=symbol lang=EN-US style="font-size:11.0pt;">&#183;</font><font face="times new roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">any waivers of or amendments to
the Code, to the extent required, will be disclosed as provided by SEC rules.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">V.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Other Policies and Procedures</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">The Code shall be the sole code of ethics adopted by
the Fund for purposes of Section 406 of the Sarbanes-Oxley Act of 2002 and the
rules and forms applicable to registered investment companies thereunder.&#160; The Fund's,
its principal underwriter's and the Adviser's codes of ethics under Rule 17j-1
under the Investment Company Act and the Adviser's additional policies and
procedures, including its Code of Conduct, are separate requirements applying
to the Covered Officers and others, and are not part of the Code.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">VI.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Amendments</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Except as to Exhibit A, the Code may not be amended
except in written form, which is specifically approved or ratified by a
majority vote of the Fund's Board, including a majority of independent Board
members.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">VII.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Confidentiality</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">All reports and records prepared or maintained
pursuant to the Code will be considered confidential and shall be maintained
and protected accordingly.&#160; Except as otherwise required by law or the Code,
such matters shall not be disclosed to anyone other than the appropriate Funds
and their counsel, the appropriate Boards (or Committees) and their counsel and
the Adviser</font><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;letter-spacing:.2pt;">.</font></p>

<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;">&nbsp;</h1>
</DIV><HR noshade align="center" width="100%" size=2><DIV STYLE="page-break-before: always">&nbsp;</DIV><a name="page_4"></a><a name="_bclPageBorder4"></a><DIV STYLE="PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<h1 style="margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:justify;text-indent:-.5in;"><b><font face="Times New Roman" style="font-size:11.0pt;">VIII.</font></b><b><font face="times new roman" style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font></b><b><font face="Times New Roman" style="font-size:11.0pt;">Internal Use</font></b></h1>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">The Code is intended solely for the internal use by
the Fund and does not constitute an admission, by or on behalf of the Fund, as
to any fact, circumstance, or legal conclusion.</font></p>

<p style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">&nbsp;</font></p>

<p align=right style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;text-indent:0in;"><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Dated as of:&#160; January 14, 2021</font></p>





</DIV><HR noshade align="center" width="100%" size=2><DIV STYLE="page-break-before: always">&nbsp;</DIV><a name="page_5"></a><a name="_bclPageBorder5"></a><DIV STYLE="PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<p align=right style="margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font face="times new roman" lang=EN-US style="font-size:11.0pt;">Exhibit A</font></b></p>

<p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:.5in;text-align:center;"><b><font face="Times New Roman" lang=EN-US style="font-size:11.0pt;">Persons Covered by the
Code of Ethics</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><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;">&nbsp;</font></p>

<div align=left><table cellpadding=0 cellspacing=0 border=0 style="border-collapse:collapse;width:511.199982pt;">
 <tr style="height:8.1pt;">
  <td valign=top width=34% style="height:8.1pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">David J. DiPetrillo</font></p>
  </td>
 <td valign=top width=33% style="height:8.1pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">President</font></p>
  </td>
 <td valign=top width=33% style="height:8.1pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">(Principal Executive
  Officer, BNY Mellon Family of Funds)</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=34% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=34% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">Patrick T. Crowe</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">President</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">(Principal Executive
  Officer, BNY Mellon Funds Trust)</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=34% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=33% style="padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td valign=top width=34% style="height:3.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">James M. Windels</font></p>
  </td>
 <td valign=top width=33% style="height:3.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">Treasurer</font></p>
  </td>
 <td valign=top width=33% style="height:3.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman" style="font-size:11.0pt;">(Principal Financial and
  Accounting Officer)</font></p>
  </td>
 </tr>
</table></div>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><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;">&nbsp;</font></p>




</DIV>
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<TYPE>EX-99.CODE ETH
<SEQUENCE>3
<FILENAME>exhibit302.htm
<DESCRIPTION>CERTIFICATION REQUIRED BY RULE 30A-2
<TEXT>
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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 1in; text-align: right">[EX-99.CERT]&#8212;Exhibit (a)(2)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>SECTION 302 CERTIFICATION</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-indent: 0in">I, David DiPetrillo, certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">1. I have reviewed
this report on Form N-CSR of BNY Mellon High Yield Strategies Fund;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">2. 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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">3. Based on my knowledge,
the financial statements, and other financial information included in this report, fairly present in all material respects the
financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to
include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">4. 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:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(d) Disclosed
in this report any change in the registrant's internal control over financial reporting that occurred during the period covered
by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over
financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">5. 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):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 6pt 13.7pt; text-align: justify; text-indent: 0in">(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.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<U>/s/
David DiPetrillo</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3.5in">David DiPetrillo</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3.5in">President (Principal Executive Officer)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">Date:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May
26, 2021</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in"><FONT STYLE="font-size: 10pt"><BR STYLE="clear: both">
</FONT></P>


<!-- Field: Page; Sequence: 1 -->
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center">SECTION 302 CERTIFICATION</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-indent: 0in">I, James Windels, certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">1. I have reviewed
this report on Form N-CSR of BNY Mellon High Yield Strategies Fund;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">2. 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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">3. Based on my knowledge,
the financial statements, and other financial information included in this report, fairly present in all material respects the
financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to
include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">4. 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:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(d) Disclosed
in this report any change in the registrant's internal control over financial reporting that occurred during the period covered
by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over
financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0in">5. 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):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt 13.7pt; text-align: justify; text-indent: 0in">(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.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<U>/s/
James Windels </U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3.5in">James Windels</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3.5in">Treasurer (Principal Financial Officer)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">Date:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May
26, 2021</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;</P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin: 0pt; text-indent: 3in">-2-</P>


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<DOCUMENT>
<TYPE>EX-99.906 CERT
<SEQUENCE>4
<FILENAME>exhibit906.htm
<DESCRIPTION>CERTIFICATION REQUIRED BY SECTION 906
<TEXT>
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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: right">[EX-99.906CERT]</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: right">Exhibit (b)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 24pt; text-align: center">SECTION 906 CERTIFICATIONS</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">In connection with this
report on Form N-CSR for the Registrant as furnished to the Securities and Exchange Commission on the date hereof (the &quot;Report&quot;),
the undersigned hereby certify, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">(1)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;the
Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as applicable; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">(2)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;the
information contained in the Report fairly presents, in all material respects, the financial condition and results of operations
of the Registrant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<U>/s/
David DiPetrillo</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;David
DiPetrillo</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#9;President (Principal Executive Officer)<BR>
&#9;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">Date: &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May
26, 2021</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">By:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<U>/s/
James Windels</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;James
Windels</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Treasurer (Principal Financial Officer)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 3in">Date:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May
26, 2021</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><I>This certificate is furnished pursuant to the requirements of
Form N-CSR and shall not be deemed &quot;filed&quot; for purposes of Section 18 of the Securities Exchange Act of 1934, or otherwise
subject to the liability of that section, and shall not be deemed to be incorporated by reference into any filing under the Securities
Act of 1933 or the Securities Exchange Act of 1934.</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="text-align: center; font: 10pt Times New Roman, Times, Serif; margin: 0pt">1</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>


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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
