<SEC-DOCUMENT>0001193125-14-284061.txt : 20140729
<SEC-HEADER>0001193125-14-284061.hdr.sgml : 20140729
<ACCEPTANCE-DATETIME>20140729120402
ACCESSION NUMBER:		0001193125-14-284061
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		3
CONFORMED PERIOD OF REPORT:	20140531
FILED AS OF DATE:		20140729
DATE AS OF CHANGE:		20140729
EFFECTIVENESS DATE:		20140729

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Invesco High Income Trust II
		CENTRAL INDEX KEY:			0000846671
		IRS NUMBER:				366900462
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05769
		FILM NUMBER:		14998846

	BUSINESS ADDRESS:	
		STREET 1:		1555 PEACHTREE STREET N.E.
		STREET 2:		SUITE 1800
		CITY:			ATLANTA
		STATE:			GA
		ZIP:			30309
		BUSINESS PHONE:		212-296-6963

	MAIL ADDRESS:	
		STREET 1:		1555 PEACHTREE STREET N.E.
		STREET 2:		SUITE 1800
		CITY:			ATLANTA
		STATE:			GA
		ZIP:			30309

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Invesco Van Kampen High Income Trust II
		DATE OF NAME CHANGE:	20100601

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	VAN KAMPEN HIGH INCOME TRUST II
		DATE OF NAME CHANGE:	19981006

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	VAN KAMPEN AMERICAN CAPITAL LIMITED TERM HIGH INCOME
		DATE OF NAME CHANGE:	19960102
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>d752151dnq.htm
<DESCRIPTION>INVESCO HIGH INCOME TRUST II
<TEXT>
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<TITLE>Invesco High Income Trust II</TITLE>
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<TD VALIGN="top" STYLE="BORDER:1px solid #000000; padding-left:8pt; padding-right:8pt">OMB APPROVAL</TD></TR>
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<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt; padding-right:8pt"><FONT STYLE="white-space:nowrap">OMB&nbsp;Number:&nbsp;&nbsp;3235-0578</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt; padding-right:8pt">Expires:&nbsp;&nbsp;January&nbsp;31,&nbsp;2016</TD></TR>
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<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt; padding-right:8pt">Estimated&nbsp;average&nbsp;burden</TD></TR>
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<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt; padding-right:8pt">hours&nbsp;per&nbsp;response:&nbsp;&nbsp;10.5</TD></TR>
</TABLE></DIV> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="line-height:1.0pt;margin-top:0pt;margin-bottom:0pt;border-bottom:1px solid #000000">&nbsp;</P>
<P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P> <P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>UNITED STATES </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>SECURITIES AND EXCHANGE COMMISSION </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Washington, D.C. 20549 </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center>
<P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>FORM N-Q
</B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center> <P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>OF REGISTERED MANAGEMENT INVESTMENT COMPANY </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Investment Company Act file number 811-05769 </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center>
<P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:24pt; font-family:Times New Roman" ALIGN="center"><B>Invesco High
Income Trust II </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>(Exact name of registrant as specified in charter) </B></P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center> <P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>1555 Peachtree Street, N.E., Atlanta, Georgia 30309 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman" ALIGN="center"><B>(Address of principal executive offices) (Zip code) </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center>
<P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Colin Meadows
1555 Peachtree Street, N.E., Atlanta, Georgia 30309 </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman" ALIGN="center"><B>(Name and address of agent for service) </B></P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center> <P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Registrant&#146;s telephone number, including area code: (713) 626-1919 </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Date of fiscal year end: 2/28 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Date of reporting period: 05/31/14 </B></P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:1.0pt;margin-top:0pt;margin-bottom:0pt;border-bottom:1px solid #000000">&nbsp;</P> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Item&nbsp;1. Schedule of Investments. </P>

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<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">&nbsp;</P></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:16.5pt; font-family:ARIAL"><B>Invesco High Income Trust II</B></P></TD></TR>
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<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:14pt; font-family:ARIAL">Quarterly Schedule of Portfolio Holdings</P></TD></TR>
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<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top">May&nbsp;31, 2014</TD></TR>
</TABLE> <P STYLE="font-size:120pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:120pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:120pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="font-size:120pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
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<IMG SRC="g752151g96s49.jpg" ALT="LOGO">
</P> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:ARIAL">invesco.com/us</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:ARIAL">VK-CE-HINC2-QTR-1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5/14</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="right"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:ARIAL" ALIGN="right">Invesco&nbsp;Advisers,&nbsp;Inc.</P></TD></TR>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><B>Schedule of Investments</B><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP><B> </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><I>May&nbsp;31, 2014 </I></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><I>(Unaudited) </I></P>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


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<TD HEIGHT="5" COLSPAN="9"></TD></TR>
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<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:9pt; font-family:ARIAL"><B>U.S. Dollar Denominated Bonds and<BR>Notes&#150;118.32%<SUP STYLE="font-size:85%; vertical-align:top"> (b)</SUP></B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:9pt; font-family:ARIAL"><B>&nbsp;<SUP STYLE="font-size:85%; vertical-align:top"></SUP>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Aerospace&nbsp;&amp; Defense&#150;3.46%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">B/E Aerospace Inc., Sr. Unsec. Notes, 5.25%, 04/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603,137</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bombardier Inc. (Canada),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.75%, 03/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">405,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">412,594</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 10/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">390,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">396,825</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.75%, 03/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">822,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">930,915</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">DigitalGlobe Inc., Sr. Unsec. Gtd. Bonds, 5.25%, 02/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">349,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">345,074</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">GenCorp Inc., Sec. Gtd. Global Notes, 7.13%, 03/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,012,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,108,140</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">TransDigm Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Sub. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.50%, 10/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">402,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">405,517</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 07/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">300,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">332,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Sub. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 07/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">215,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">216,613</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 07/15/24<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">286,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">291,005</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">5,042,070</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Airlines&#150;1.87%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Air Canada Pass Through Trust (Canada), Series 2013-1, Class B, Sec. Pass Through Ctfs.,
5.38%, 05/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">8,259</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">8,541</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">American Airlines Pass Through Trust,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 2011-1, Class B,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 01/31/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">486,943</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">531,985</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 2013-2, Class B,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.60%, 07/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">544,714</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">573,992</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Continental Airlines Pass Through Trust,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 2009-2, Class B,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Global Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.25%, 05/10/17</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">132,234</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">149,177</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 2012-3, Class C,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.13%, 04/29/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">214,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">UAL Pass Through Trust, Series 2009-2, Class B, Sr. Sec. Gtd. Pass Through Ctfs., 12.00%,
01/15/16<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">300,684</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">339,210</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">United Continental Holdings Inc., Sr. Unsec. Gtd. Notes, 6.38%, 06/01/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">380,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">411,350</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Airways Pass Through Trust,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 1998-1, Class C,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.82%, 01/30/15</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">183,409</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">184,349</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="59%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Airlines&#150;(continued)</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 2012-1, Class B,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.00%, 10/01/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69,497</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79,921</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series 2012-1, Class C,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Pass Through Ctfs.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.13%, 10/01/15</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">62,827</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">66,833</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Virgin Australia Pass Through Trust (Australia), Series 2013-1, Class B, Sec. Gtd. Pass
Through Ctfs., 6.00%, 10/23/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">152,161</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">158,628</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,717,986</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Alternative Carriers&#150;1.52%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Level 3 Financing Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 06/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">648,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">704,700</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.13%, 01/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,417,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,503,791</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,208,491</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Apparel Retail&#150;1.64%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Hot Topic, Inc., Sr. Sec. Gtd.<BR>Notes, 9.25%, 06/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,138,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,251,800</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">L Brands Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.63%, 02/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">633,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">674,936</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.63%, 04/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">230,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">259,612</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Neiman Marcus Group LTD LLC., Sr. Unsec. Gtd. Notes, 8.00%,<BR>10/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">187,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">207,103</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,393,451</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Apparel, Accessories&nbsp;&amp; Luxury Goods&#150;0.21%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Levi Strauss&nbsp;&amp; Co., Sr. Unsec.<BR>Global Notes, 6.88%, 05/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">111,500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">PVH Corp., Sr. Unsec. Global<BR>Notes, 4.50%, 12/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">97,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">96,272</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">William Carter Co. (The), Sr. Unsec. Gtd. Notes, 5.25%, 08/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">91,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">95,209</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">302,981</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Application Software&#150;0.46%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Nuance Communications Inc., Sr. Unsec. Gtd. Notes, 5.38%,<BR>08/15/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">667,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">677,005</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Auto Parts &amp; Equipment&#150;2.74%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Amsted Industries Inc., Sr. Unsec. Gtd. Notes, 5.00%, 03/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210,306</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CTP Transportation Products LLC/CTP Finance Inc., Sr. Sec. Notes, 8.25%, 12/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">519,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">561,169</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Dana Holding Corp., Sr. Unsec. Notes, 5.38%, 09/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">989,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,034,741</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Gestamp Funding Luxembourg S.A. (Spain), Sr. Sec. Gtd. Notes, 5.63%, 05/31/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">310,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">323,563</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Schaeffler Finance B.V. (Germany),</P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">&nbsp;&nbsp;</P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">4.25%, 05/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">347,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">345,265</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">4.75%, 05/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">206,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Schaeffler Holding Finance B.V. (Germany), Sr. Sec. Gtd. PIK Notes, 6.88%, 08/15/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)(d)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">212,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Stackpole International Intermediate Co. S.A./Stackpole International Powder Metal (Canada),
Sr. Sec. Gtd. Notes, 7.75%, 10/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,044,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,094,895</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,988,789</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Automotive Retail&#150;0.32%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CST Brands, Inc., Sr. Unsec. Gtd. Global Notes, 5.00%, 05/01/23</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">466,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">467,165</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Biotechnology&#150;0.14%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Grifols Worldwide Operations Ltd. (Spain), Sr. Unsec. Notes, 5.25%, 04/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">206,750</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Broadcasting&#150;1.27%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Clear Communications, Inc., Sr. Unsec. Notes, 10.00%,<BR>01/15/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">561,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">538,560</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Clear Channel Worldwide Holdings Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Series B,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 11/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">553,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">595,166</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Sub. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.63%, 03/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">92,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">99,360</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">LIN Television Corp., Sr. Unsec. Gtd. Global Notes, 6.38%, 01/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">518,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">545,195</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Starz LLC/Starz Finance Corp., Sr. Unsec. Gtd. Global Notes, 5.00%, 09/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">65,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">67,925</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,846,206</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Building Products&#150;4.63%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Builders FirstSource Inc., Sr. Sec. Notes, 7.63%, 06/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,288,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,384,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Building Materials Holding Corp., Sr. Sec. Notes, 9.00%,<BR>09/15/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">761,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">823,782</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="54%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Building Products&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Gibraltar Industries Inc., Sr. Unsec. Gtd. Sub. Global Notes, 6.25%, 02/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,103,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,166,422</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Norbord Inc. (Canada), Sr. Sec. Notes, 5.38%, 12/01/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">294,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">301,376</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Nortek Inc., Sr. Unsec. Gtd. Global Notes, 8.50%, 04/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,190,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,323,875</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">USG Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 11/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">103,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">109,695</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.88%, 03/30/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">555,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">617,438</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.75%, 01/15/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">840,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,011,150</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">6,738,338</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Cable&nbsp;&amp; Satellite&#150;6.19%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CCO Holdings LLC/CCO Holdings Capital Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.25%, 03/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">733,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">756,822</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 04/30/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">544,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">583,440</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">DISH DBS Corp., Sr. Unsec. Gtd. Global Notes, 5.13%, 05/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,825,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,923,094</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Hughes Satellite Systems Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 06/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">485,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">540,169</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.63%, 06/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">249,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">285,105</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Intelsat Jackson Holdings S.A. (Luxembourg), Sr. Unsec. Gtd. Global Bonds, 6.63%,
12/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,197,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,256,850</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Intelsat Luxembourg S.A. (Luxembourg),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Bonds,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.75%, 06/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">930,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">990,450</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.13%, 06/01/23</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">370,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">399,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Numericable Group S.A. (France),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Bonds,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 05/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">435,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">453,488</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 05/15/24<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">370,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">389,425</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Ono Finance II PLC (Spain), Sr. Unsec. Gtd. Notes, 10.88%, 07/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">710,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">788,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">VTR Finance B.V. (Chile), Sr. Sec. Notes, 6.88%, 01/15/24<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">610,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">644,701</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">9,011,244</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Casinos&nbsp;&amp; Gaming&#150;3.54%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Boyd Gaming Corp., Sr. Unsec. Gtd. Global Notes, 9.00%, 07/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">957,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,064,662</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Caesars Entertainment Operating Co. Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">10.00%, 12/15/15</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">341,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">347,820</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">11.25%, 06/01/17</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">187,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">166,898</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Caesars Entertainment Resort Properties LLC,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">11.00%, 10/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">315,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">327,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;
</P><DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Casinos&nbsp;&amp; Gaming&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.00%, 10/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309,465</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Caesars Growth Properties Holdings LLC/Caesars Growth Properties Finance Inc., Sec. Gtd.
Notes, 9.38%, 05/01/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">148,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">149,480</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">MGM Resorts International,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.63%, 12/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">840,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">936,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.75%, 03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,440,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,695,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., Sr. Unsec. Global Notes, 5.38%,
03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">150,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">156,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">5,154,125</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Coal&nbsp;&amp; Consumable Fuels&#150;1.81%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Alpha Natural Resources Inc., Sec. Gtd. Notes, 7.50%, 08/01/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">223,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">217,982</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Arch Coal Inc., Sec. Gtd. Notes, 8.00%,
01/15/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">390,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">390,975</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CONSOL Energy Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.38%, 03/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">632,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">673,080</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 04/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">365,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">379,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Peabody Energy Corp., Sr. Unsec. Gtd. Notes, 6.50%, 09/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">944,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">974,680</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,636,317</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Communications Equipment&#150;1.55%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Avaya Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">10.50%, 03/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">265,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">239,825</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 04/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">920,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">911,950</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.00%, 04/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,077,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,110,656</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,262,431</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Computer&nbsp;&amp; Electronics Retail&#150;0.67%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Rent-A-Center Inc., Sr. Unsec. Gtd. Global Notes, 6.63%, 11/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">935,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">978,244</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Computer Storage&nbsp;&amp; Peripherals&#150;0.35%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Seagate HDD Cayman, Sr. Unsec. Gtd. Bonds, 4.75%, 01/01/25<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">518,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">516,058</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction&nbsp;&amp; Engineering&#150;1.80%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Dycom Investments Inc., Sr. Unsec. Gtd. Sub. Global Notes, 7.13%, 01/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,025,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,104,437</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Tutor Perini Corp., Sr. Unsec. Gtd. Global Notes, 7.63%, 11/01/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,425,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,510,500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,614,937</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction Machinery&nbsp;&amp; Heavy Trucks&#150;3.79%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Allied Specialty Vehicles, Inc., Sr. Sec. Notes, 8.50%, 11/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">766,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">821,535</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction Machinery&nbsp;&amp; Heavy Trucks&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Commercial Vehicle Group Inc., Sec. Gtd. Global Notes, 7.88%, 04/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Manitowoc Co. Inc. (The), Sr. Unsec. Gtd. Global Notes, 5.88%, 10/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">550,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">591,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Meritor Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 02/15/24</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">495,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">506,137</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 06/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">295,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">314,175</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Navistar International Corp., Sr. Unsec. Gtd. Notes, 8.25%, 11/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">590,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">615,075</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Oshkosh Corp., Sr. Unsec. Gtd. Notes, 5.38%, 03/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">856,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">881,680</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Terex Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 05/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">138,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">148,005</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 04/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">60,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">65,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Titan International Inc., Sr. Sec. Gtd. Notes, 6.88%, 10/01/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">568,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">590,010</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">5,526,717</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction Materials&#150;1.30%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Cemex Finance LLC (Mexico), Sr. Sec. Gtd. Notes, 6.00%, 04/01/24<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">290,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">298,691</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Cemex S.A.B. de C.V. (Mexico),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 03/25/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">900,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">942,610</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.25%, 01/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">214,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">232,493</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CPG Merger Sub LLC, Sr. Unsec. Gtd. Notes, 8.00%, 10/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">175,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">185,500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Concrete, Inc., Sr. Sec. Gtd. Notes, 8.50%, 12/01/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">211,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">228,935</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,888,229</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Consumer Finance&#150;1.58%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Ally Financial Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 09/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,172,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,403,470</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.00%, 03/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">570,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">693,975</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">First Cash Financial Services, Inc., Sr. Unsec. Gtd. Notes, 6.75%, 04/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">194,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">206,610</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,304,055</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Data Processing&nbsp;&amp; Outsourced Services&#150;3.13%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CoreLogic, Inc., Sr. Unsec. Gtd. Global Notes, 7.25%, 06/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,145,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,245,188</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">First Data Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.25%, 01/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,397,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,517,491</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">12.63%, 01/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">444,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">534,465</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="51%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Data Processing&nbsp;&amp; Outsourced Services&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Sub. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">11.75%, 08/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,132,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,257,935</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">4,555,079</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Distillers&nbsp;&amp; Vintners&#150;0.43%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CEDC Finance Corp. International Inc. (Poland), Sr. Sec. Gtd. Global Notes, 9.00%,
04/30/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">357,579</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">327,185</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Constellation Brands Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">3.75%, 05/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">280,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">278,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 05/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">18,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">20,295</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">626,080</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Diversified Banks&#150;0.76%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Royal Bank of Scotland Group PLC (The) (United Kingdom), Unsec. Sub. Notes, 6.13%,
12/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">470,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">513,746</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Royal Bank of Scotland PLC (The) (United Kingdom), REGS, Unsec. Sub. Medium-Term Euro Notes,
9.50%, 03/16/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">499,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">588,014</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,101,760</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Diversified Metals&nbsp;&amp; Mining&#150;2.62%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">FMG Resources (August 2006) Pty. Ltd. (Australia), Sr. Unsec. Gtd. Notes, 6.88%, 04/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,068,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,138,723</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">HudBay Minerals Inc. (Canada), Sr. Unsec. Gtd. Global Notes, 9.50%, 10/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">510,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">555,900</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Imperial Metals Corp. (Canada), Sr. Unsec. Gtd. Notes, 7.00%, 03/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">717,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">736,763</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Vedanta Resources PLC (India),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 01/31/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">380,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">393,433</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.50%, 07/18/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">295,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">342,255</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 01/31/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">207,750</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Walter Energy, Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.50%, 10/15/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">315,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">320,513</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.50%, 04/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">210,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">117,075</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,812,412</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Electrical Components&nbsp;&amp; Equipment&#150;0.22%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Belden Inc., Sr. Unsec. Gtd. Sub. Notes, 5.50%, 09/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">315,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">320,513</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Electronic Manufacturing Services&#150;0.07%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sanmina Corp., Sr. Sec. Gtd. Notes, 4.38%, 06/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">105,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">105,788</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Environmental&nbsp;&amp; Facilities Services&#150;0.69%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">ADS Waste Holdings, Inc., Sr. Unsec. Gtd. Global Notes, 8.25%, 10/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238,700</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Darling Ingredients Inc., Sr. Unsec. Gtd. Notes, 5.38%, 01/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">478,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">499,510</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">EnergySolutions Inc./LLC, Sr. Unsec. Gtd. Global Notes, 10.75%, 08/15/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">255,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">272,850</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,011,060</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Food Products&#150;0.10%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Chiquita Brands International Inc./Chiquita Brands LLC, Sr. Sec. Gtd. Global Notes, 7.88%,
02/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">137,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">150,358</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Forest Products&#150;0.00%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Emerald Plantation Holdings Ltd. (Cayman Islands), Sr. Sec. Gtd. Global PIK Notes, 6.00%,
01/30/20<SUP STYLE="font-size:85%; vertical-align:top">(d)(e)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">8,627</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">6,999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sino-Forest Corp. (Hong Kong), Sr. Unsec. Gtd. Notes, 6.25%, 10/21/17<SUP
STYLE="font-size:85%; vertical-align:top">(c)(e)(f)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">60,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">150</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">7,149</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Gas Utilities&#150;2.14%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">AmeriGas Finance LLC/Corp., Sr. Unsec. Gtd. Global Notes, 7.00%, 05/20/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">757,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">845,001</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Ferrellgas L.P./Ferrellgas Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 05/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">816,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">858,840</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 01/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">128,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">134,560</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Suburban Propane Partners, L.P./Suburban Energy Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.50%, 06/01/24</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">669,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">680,707</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 08/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">538,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">593,818</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,112,926</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Gold&#150;0.76%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">New Gold Inc. (Canada),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 04/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">92,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">98,026</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 11/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">970,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,006,569</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,104,595</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Health Care Equipment&#150;0.58%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Biomet Inc., Sr. Unsec. Gtd. Sub. Global Notes, 6.50%, 10/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">309,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">333,720</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Universal Hospital Services Inc., Sec. Gtd. Global Notes, 7.63%, 08/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">480,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">508,800</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD COLSPAN="4" VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">842,520</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="59%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Health Care Facilities&#150;3.94%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Aviv Healthcare Properties L.P./Aviv Healthcare Capital Corp., Sr. Unsec. Gtd. Global Notes,
6.00%, 10/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71,910</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Community Health Systems Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.13%, 08/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">192,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">196,320</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.88%, 02/01/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">990,260</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,052,151</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">HCA Holdings, Inc., Sr. Unsec. Notes, 6.25%, 02/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">610,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">654,225</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">HCA, Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">890,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">975,662</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 02/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">283,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">327,219</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">LifePoint Hospitals, Inc., Sr. Unsec. Gtd. Notes, 5.50%, 12/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">144,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">151,920</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Tenet Healthcare Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 10/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">544,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">588,880</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 11/01/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">195,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">215,963</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 02/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">785,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">840,931</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.13%, 04/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">575,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">656,938</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">5,732,119</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Health Care Services&#150;0.45%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">MPH Acquisitions Holdings LLC, Sr. Unsec. Gtd. Notes, 6.63%,<BR>04/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">628,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">654,690</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Health Care Supplies&#150;0.46%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Crimson Merger Sub, Inc., Sr. Unsec. Notes, 6.63%, 05/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">664,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">664,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Homebuilding&#150;3.20%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Ashton Woods USA LLC/Ashton Woods Finance Co., Sr. Unsec. Notes, 6.88%, 02/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,197,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,208,970</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Beazer Homes USA Inc., Sr. Unsec. Gtd. Global Notes, 7.50%, 09/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">373,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">396,312</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">K. Hovnanian Enterprises Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.25%, 10/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">601,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">650,582</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 01/15/16</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">353,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">370,650</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 01/15/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">520,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">533,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 05/15/16</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">170,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">182,113</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">11.88%, 10/15/15</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">120,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">135,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">KB Home, Sr. Unsec. Gtd. Notes, 7.00%, 12/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">249,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">270,165</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Lennar Corp., Sr. Unsec. Gtd. Global Notes, 6.95%, 06/01/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">580,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">658,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Homebuilding&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Ryland Group Inc. (The), Sr. Unsec. Gtd. Notes, 5.38%, 10/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256,358</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">4,661,750</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Hotels, Resorts&nbsp;&amp; Cruise Lines&#150;0.26%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Choice Hotels International, Inc., Sr. Unsec. Gtd. Notes, 5.75%, 07/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">356,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">381,143</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Household Products&#150;1.39%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Reynolds Group Issuer Inc./LLC,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.75%, 10/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">744,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">777,480</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.25%, 02/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">571,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">611,684</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.88%, 08/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">581,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">642,005</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,031,169</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Independent Power Producers&nbsp;&amp; Energy Traders&#150;1.08%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">AES Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 07/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">594,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">686,070</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.00%, 10/15/17</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">5,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">5,888</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">NRG Energy Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.63%, 01/15/18</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">346,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">397,900</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 07/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">298,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">316,252</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Red Oak Power LLC, Series A, Sr. Sec. Bonds, 8.54%, 11/30/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">159,325</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">168,685</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,574,795</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Industrial Conglomerates&#150;0.50%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Unifrax I LLC/Unifrax Holding Co., Sr. Unsec. Gtd. Notes, 7.50%, 02/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">695,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">731,487</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Industrial Machinery&#150;0.29%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Waterjet Holdings, Inc., Sr. Sec. Gtd. Notes, 7.63%, 02/01/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">400,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">425,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Integrated Telecommunication Services&#150;0.62%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Altice Financing S.A. (Luxembourg), Sr. Sec. Gtd. Notes, 6.50%, 01/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">212,125</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Altice S.A. (Luxembourg), Sr. Sec. Gtd. Notes, 7.75%, 05/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">370,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">390,350</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Telecom Italia S.p.A. (Italy), Sr. Unsec. Notes, 5.30%, 05/30/24<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">290,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">293,302</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">895,777</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Internet Software&nbsp;&amp; Services&#150;1.31%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CyrusOne L.P./CyrusOne Finance Corp., Sr. Unsec. Gtd. Global Notes, 6.38%, 11/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,787,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,903,155</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Investment Banking&nbsp;&amp; Brokerage&#150;0.16%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Goldman Sachs Group, Inc. (The), Series L, Jr. Unsec. Sub. Notes, 5.70% <SUP
STYLE="font-size:85%; vertical-align:top">(g)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114,510</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Morgan Stanley, Series H, Jr. Unsec. Sub. Global Bonds, 5.45% <SUP
STYLE="font-size:85%; vertical-align:top">(g)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">108,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">111,780</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">226,290</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Leisure Facilities&#150;0.29%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Cedar Fair L.P./Canada&#146;s Wonderland Co./Magnum Management Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.25%, 03/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">310,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">318,525</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.38%, 06/01/24<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">99,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,238</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">418,763</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Managed Health Care&#150;0.11%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">WellCare Health Plans, Inc., Sr. Unsec. Notes, 5.75%, 11/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">143,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">154,083</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Marine&#150;0.58%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Navios Maritime Acquisition Corp./Navios Acquisition Finance U.S. Inc., Sr. Sec. Gtd.
Mortgage Notes, 8.13%, 11/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">799,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">838,950</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Metal&nbsp;&amp; Glass Containers&#150;1.11%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Ball Corp., Sr. Unsec. Gtd. Notes, 5.00%, 03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">285,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">294,975</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Berry Plastics Corp., Sec. Gtd. Notes, 5.50%, 05/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,310,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,319,825</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,614,800</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Movies&nbsp;&amp; Entertainment&#150;1.18%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">AMC Entertainment Inc., Sr. Unsec. Gtd. Sub. Global Notes, 5.88%, 02/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">440,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">458,700</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">DreamWorks Animation SKG, Inc., Sr. Unsec. Gtd. Notes, 6.88%, 08/15/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">550,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">596,750</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Outerwall, Inc., Sr. Unsec. Gtd. Global Notes, 6.00%, 03/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">633,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">661,485</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,716,935</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Oil &amp; Gas Drilling&#150;1.92%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Odebrecht Offshore Drilling Finance Ltd. (Brazil), Sr. Sec. Gtd. Notes, 6.63%, 10/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">213,672</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Parker Drilling Co.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 08/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">648,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">699,840</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 07/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">31,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">32,473</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Pioneer Energy Services Corp., Sr. Unsec. Gtd. Notes, 6.13%, 03/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">412,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">424,360</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Oil&nbsp;&amp; Gas Drilling&#150;(continued)</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Precision Drilling Corp. (Canada),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 12/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886,312</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.25%, 11/15/24<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">208,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">206,739</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sidewinder Drilling Inc., Sr. Unsec. Notes, 9.75%, 11/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">331,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">327,690</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,791,086</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Oil&nbsp;&amp; Gas Equipment&nbsp;&amp; Services&#150;1.92%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bristow Group, Inc., Sr. Unsec. Gtd. Notes, 6.25%, 10/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">589,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">637,592</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Exterran Partners L.P./EXLP Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 04/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">664,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">676,450</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 10/01/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">371,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">375,174</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Gulfmark Offshore Inc., Sr. Unsec. Global Notes, 6.38%, 03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">606,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">633,270</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Hiland Partners L.P./Hiland Partners Finance Corp., Sr. Unsec. Gtd. Notes, 5.50%, 05/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">309,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">314,408</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Key Energy Services, Inc., Sr. Unsec. Gtd. Notes, 6.75%, 03/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">21,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">22,076</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">McDermott International Inc., Sec. Gtd. Notes, 8.00%, 05/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">128,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">131,040</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,790,010</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Oil&nbsp;&amp; Gas Exploration&nbsp;&amp; Production&#150;9.76%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Antero Resources Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.38%, 11/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">535,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">559,744</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 12/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">166,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">178,450</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Approach Resources Inc., Sr. Unsec. Gtd. Global Notes, 7.00%, 06/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">630,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">647,325</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Athlon Holdings L.P./Athlon Finance Corp., Sr. Unsec. Gtd. Notes, 6.00%, 05/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">415,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">426,412</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Baytex Energy Corp. (Canada), Sr. Unsec. Gtd. Notes, 5.63%, 06/01/24<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">208,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">207,808</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Berry Petroleum Co. LLC,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.38%, 09/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">282,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">297,510</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 11/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">531,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">566,842</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bonanza Creek Energy Inc., Sr. Unsec. Gtd. Global Notes, 6.75%, 04/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">536,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">575,530</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Chaparral Energy Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.63%, 11/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">695,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">744,519</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.25%, 09/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">352,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">386,320</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Oil&nbsp;&amp; Gas Exploration&nbsp;&amp; Production&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Chesapeake Energy Corp., Sr. Unsec. Gtd. Global Notes, 6.88%, 11/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774,725</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Denbury Resources Inc., Sr. Unsec. Gtd. Sub. Notes, 5.50%, 05/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">504,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">521,640</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Energy XXI Gulf Coast Inc., Sr. Unsec. Gtd. Global Notes, 7.50%, 12/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">616,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">656,810</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">EV Energy Partners L.P./EV Energy Finance Corp., Sr. Unsec. Gtd. Global Notes, 8.00%,
04/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">221,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">232,326</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">EXCO Resources, Inc., Sr. Unsec. Gtd. Notes, 8.50%, 04/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">956,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,001,410</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">FTS International, Inc., Sr. Sec. Gtd. Notes, 6.25%, 05/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">277,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">283,925</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Halcon Resources Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.88%, 05/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">496,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">530,720</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.75%, 07/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">296,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">325,600</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Laredo Petroleum Inc., Sr. Unsec. Gtd. Global Notes, 7.38%, 05/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">75,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">83,438</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">MEG Energy Corp. (Canada), Sr. Unsec. Gtd. Notes, 6.50%, 03/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,158,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,230,375</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">QEP Resources Inc., Sr. Unsec. Notes, 5.38%, 10/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">274,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">278,110</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Range Resources Corp., Sr. Unsec. Gtd. Sub. Notes, 5.00%, 08/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">105,625</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Rice Energy Inc., Sr. Unsec. Gtd. Notes, 6.25%, 05/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">959,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">972,186</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Rosetta Resources, Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.63%, 05/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">206,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">212,695</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 06/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">560,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">583,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">SandRidge Energy Inc., Sr. Unsec. Gtd. Global Notes, 7.50%, 03/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">969,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,039,252</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">SM Energy Co., Sr. Unsec. Global Notes, 6.50%, 11/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">178,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">193,798</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Whiting Petroleum Corp., Sr. Unsec. Gtd. Notes, 5.75%, 03/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">557,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">604,345</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">14,220,540</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Oil&nbsp;&amp; Gas Refining&nbsp;&amp; Marketing&#150;0.27%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Calumet Specialty Products Partners L.P./Calumet Finance Corp., Sr. Unsec. Gtd. Notes, 6.50%,
04/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">390,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">397,313</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Oil&nbsp;&amp; Gas Storage&nbsp;&amp; Transportation&#150;5.74%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Access Midstream Partners L.P./ACMP Finance Corp., Sr. Unsec. Gtd. Notes, 4.88%,
03/15/24</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261,450</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Atlas Pipeline Partners L.P./Atlas Pipeline Finance Corp., Sr. Unsec. Gtd. Global Notes,
6.63%, 10/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">906,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">968,287</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Crestwood Midstream Partners L.P./Crestwood Midstream Finance Corp., Sr. Unsec. Gtd. Global
Notes, 6.00%, 12/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,020,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,071,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Energy Transfer Equity L.P., Sr. Sec. Gtd. Notes, 7.50%, 10/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">821,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">953,386</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">MarkWest Energy Partners L.P./MarkWest Energy Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.50%, 02/15/23</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">487,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">512,567</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 08/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">81,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">87,885</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">NGL Energy Partners L.P./NGL Energy Finance Corp., Sr. Unsec. Gtd. Notes, 6.88%, 10/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">777,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">815,850</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Penn Virginia Resource Partners L.P./Penn Virginia Resource Finance Corp., Sr. Unsec. Gtd.
Global Notes, 6.50%, 05/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">316,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">342,070</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Regency Energy Partners L.P./Regency Energy Finance Corp., Sr. Unsec. Gtd. Global Notes,
5.75%, 09/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">463,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">488,465</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Targa Resources Partners L.P./Targa Resources Partners Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.38%, 08/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">109,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">117,720</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.88%, 02/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">946,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,021,680</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Teekay Corp. (Bermuda), Sr. Unsec. Global Notes, 8.50%, 01/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">370,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">430,125</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Teekay Offshore Partners L.P./Teekay Offshore Finance Corp. (Bermuda), Sr. Unsec. Global
Notes, 6.00%, 07/30/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">271,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">274,263</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Tesoro Logistics L.P./Tesoro Logistics Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 10/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">566,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">597,130</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.13%, 10/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">123,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">130,688</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 10/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">272,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">286,960</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">8,359,526</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Packaged Foods&nbsp;&amp; Meats&#150;3.28%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bertin S.A./Bertin Finance Ltd. (Brazil), Sr. Unsec. Gtd. Bonds, 10.25%, 10/05/16<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">232,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Diamond Foods Inc., Sr. Unsec. Gtd. Notes, 7.00%, 03/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,305,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,366,987</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Packaged Foods&nbsp;&amp; Meats&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">FAGE Dairy Industry S.A./FAGE USA Dairy Industry, Inc. (Greece), Sr. Unsec. Gtd. Notes,
9.88%, 02/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347,200</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">JBS Investments GmbH (Brazil), Sr. Unsec. Gtd. Notes, 7.25%, 04/03/24<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">400,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">418,958</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">JBS S.A. (Brazil),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">10.50%, 08/04/16 (Acquired 08/30/13-10/22/13; Cost $203,969)<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">185,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">215,525</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">10.50%, 08/04/16<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">232,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">JBS USA LLC/JBS USA Finance Inc. (Brazil), Sr. Unsec. Gtd. Notes, 7.25%, 06/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">240,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">260,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Post Holdings Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 02/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">603,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">656,516</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 12/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">102,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">103,275</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 12/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">110,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">117,013</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Smithfield Foods Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.25%, 08/01/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">106,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">111,035</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.88%, 08/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">106,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">112,360</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.63%, 08/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">87,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">95,374</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Treehouse Foods Inc., Sr. Unsec. Gtd. Global Notes, 4.88%, 03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">143,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">146,396</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Wells Enterprises Inc., Sr. Sec. Notes, 6.75%, 02/01/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">340,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">355,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">4,770,039</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Paper Packaging&#150;0.60%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Beverage Packaging Holdings Luxembourg II S.A.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.63%, 12/15/16<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">61,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">62,220</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Sub. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 06/15/17<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">231,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">236,198</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Signode Industrial Group Lux S.A./Signode Industrial Group U.S. Inc., Sr. Unsec. Notes,
6.38%, 05/01/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">573,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">581,595</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">880,013</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Paper Products&#150;0.76%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Neenah Paper Inc., Sr. Unsec. Gtd. Notes, 5.25%, 05/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">84,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">85,365</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">PH Glatfelter Co., Sr. Unsec. Gtd. Global Notes, 5.38%, 10/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">986,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,022,975</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,108,340</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Personal Products&#150;0.53%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Albea Beauty Holdings S.A. (France), Sr. Sec. Gtd. Notes, 8.38%, 11/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">708,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">775,844</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="54%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Pharmaceuticals&#150;1.65%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Valeant Pharmaceuticals International, Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.63%, 12/01/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,025,145</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.38%, 10/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">900,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">965,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 08/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">36,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">38,520</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 07/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">340,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">379,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,408,015</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Regional Banks&#150;1.05%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Synovus Financial Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.88%, 02/15/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">400,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">460,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Unsec. Sub. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.13%, 06/15/17</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,015,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,069,556</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,529,556</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Security&nbsp;&amp; Alarm Services&#150;0.22%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">ADT Corp. (The), Sr. Unsec. Global Notes, 6.25%, 10/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">302,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">320,120</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Semiconductor Equipment&#150;1.87%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Amkor Technology Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.38%, 10/01/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">727,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">777,890</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.63%, 06/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,300,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,407,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Entegris Inc., Sr. Unsec. Gtd. Notes, 6.00%, 04/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">538,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">544,725</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,729,865</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Semiconductors&#150;2.85%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Advanced Micro Devices, Inc., Sr. Unsec. Notes, 6.75%, 03/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">292,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">309,520</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Freescale Semiconductor Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 01/15/22<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">921,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">985,470</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.05%, 02/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">742,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">810,635</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Micron Technology Inc., Sr. Unsec. Notes, 5.88%, 02/15/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">834,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">890,295</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">NXP B.V./NXP Funding LLC (Netherlands), Sr. Unsec. Gtd. Notes, 5.75%, 02/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,080,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,158,570</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">4,154,490</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Specialized Finance&#150;3.14%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Aircastle Ltd.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 12/01/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">320,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">348,800</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.63%, 04/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">780,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">902,850</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CIT Group Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.00%, 08/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">705,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">731,437</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">5.50%, 02/15/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">245,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">266,438</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Fly Leasing Ltd. (Ireland), Sr. Unsec. Gtd. Global Notes, 6.75%, 12/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">622,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">656,210</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="51%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Specialized Finance&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">International Lease Finance Corp., Sr. Unsec. Notes, 8.25%, 12/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,365,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,665,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">4,571,035</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Specialized REIT&#146;s&#150;0.50%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Crown Castle International Corp., Sr. Unsec. Notes, 4.88%, 04/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">280,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">291,200</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">MPT Operating Partnership L.P./MPT Finance Corp., Sr. Unsec. Gtd. Global Notes, 6.88%,
05/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">405,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">443,475</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">734,675</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Specialty Chemicals&#150;0.70%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Chemtura Corp., Sr. Unsec. Gtd. Notes, 5.75%, 07/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">224,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">232,120</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Eagle Spinco Inc., Sr. Unsec. Gtd. Notes, 4.63%, 02/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">95,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">95,475</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">PolyOne Corp., Sr. Unsec. Global Notes, 5.25%, 03/15/23</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">690,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">702,075</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,029,670</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Specialty Stores&#150;0.77%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Michaels Stores Inc., Sr. Unsec. Gtd. Sub. Notes, 5.88%, 12/15/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">856,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">876,330</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sally Holdings LLC/Sally Capital Inc., Sr. Unsec. Gtd. Global Bonds, 5.50%, 11/01/23</P></TD>

<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">239,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">246,767</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,123,097</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Steel&#150;3.29%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">ArcelorMittal (Luxembourg),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 03/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">787,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">849,960</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 02/25/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">610,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">683,810</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Magnetation LLC/ Mag Finance Corp., Sr. Sec. Gtd. Notes, 11.00%, 05/15/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">659,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">736,432</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Steel Dynamics Inc., Sr. Unsec. Gtd. Global Notes, 6.38%, 08/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">443,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">486,192</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">SunCoke Energy Partners L.P./SunCoke Energy Partners Finance Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 02/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">216,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">231,120</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 02/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">994,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,063,580</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">United States Steel Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.50%, 03/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">420,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">460,950</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 04/01/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">248,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">276,520</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">4,788,564</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Technology Distributors&#150;0.07%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Anixter Inc., Sr. Unsec. Gtd. Global Notes, 5.63%, 05/01/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">90,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">96,413</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="55%"></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Tires&nbsp;&amp; Rubber&#150;0.17%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Goodyear Tire&nbsp;&amp; Rubber Co. (The), Sr. Unsec. Gtd. Notes, 6.50%, 03/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241,175</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Trading Companies&nbsp;&amp; Distributors&#150;0.37%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">AerCap Ireland Capital Ltd./AerCap Global Aviation Trust (Netherlands), Sr. Unsec. Gtd.
Notes, 4.50%, 05/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">288,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">290,520</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">United Rentals North America Inc., Sr. Unsec. Global Notes, 8.25%, 02/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">220,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">247,500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">538,020</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Trucking&#150;0.33%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Avis Budget Car Rental LLC/Avis Budget Finance Inc., Sr. Unsec. Gtd. Notes, 5.13%, 06/01/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">441,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">443,756</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Hertz Corp. (The), Sr. Unsec. Gtd. Global Notes, 5.88%, 10/15/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">40,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">42,500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">486,256</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Wireless Telecommunication Services&#150;7.29%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Digicel Group Ltd. (Jamaica), Sr. Unsec. Notes, 8.25%, 09/30/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">225,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">244,215</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Digicel Ltd. (Jamaica),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 04/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">855,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">874,237</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 02/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">235,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">247,925</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">SBA Communications Corp., Sr. Unsec. Global Notes, 5.63%, 10/01/19</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">458,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">485,480</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sprint Communications Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.00%, 11/15/22</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">776,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">807,040</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">11.50%, 11/15/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">165,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">224,400</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.00%, 03/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">445,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">513,975</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.00%, 11/15/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">430,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">523,525</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sprint Corp.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.25%, 09/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">899,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">995,642</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.88%, 09/15/23<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">747,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">845,978</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">T-Mobile USA, Inc.,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Global Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.25%, 04/01/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">760,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">811,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.63%, 04/01/23</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,900,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">2,061,500</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.63%, 04/28/21</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">354,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">382,763</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.84%, 04/28/23</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">303,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">329,891</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Wind Acquisition Finance S.A. (Italy),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.25%, 02/15/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">600,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">633,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="56%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Wireless Telecommunication Services&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Unsec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">7.38%, 04/23/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">642,986</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">10,623,857</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="6" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total U.S. Dollar Denominated Bonds and Notes (Cost $165,713,437)</P></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;172,324,254</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:9pt; font-family:ARIAL"><B>Non-U.S.&nbsp;Dollar Denominated Bonds&nbsp;&amp;
Notes&#150;10.31%<SUP STYLE="font-size:85%; vertical-align:top">(h)</SUP></B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:9pt; font-family:ARIAL"><B><SUP STYLE="font-size:85%; vertical-align:top"></SUP>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Apparel, Accessories&nbsp;&amp; Luxury Goods&#150;0.30%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Boardriders S.A., Sr. Unsec. Gtd. Notes, 8.88%, 12/15/17<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">300,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">439,632</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Auto Parts&nbsp;&amp; Equipment&#150;0.43%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Autodis S.A. (France), Sr. Sec. Gtd. Notes, 6.50%, 02/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">440,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">626,223</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Broadcasting&#150;0.73%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Central European Media Enterprises Ltd. (Czech Republic), REGS, Jr. Sec. Gtd. Euro Notes,
11.63%,<BR>09/15/16<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">390,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">562,553</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CET 21 spol sro (Czech Republic),</P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.00%, 11/01/17<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">210,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">306,311</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.00%, 11/01/17<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">130,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">189,621</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,058,485</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="7"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Casinos&nbsp;&amp; Gaming&#150;0.91%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Gala Group Finance PLC (United Kingdom), REGS, Sr. Sec. Gtd. Euro Notes, 8.88%, 09/01/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">375,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">671,004</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Great Canadian Gaming Corp. (Canada), Sr. Unsec. Gtd. Notes, 6.63%, 07/25/22<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">CAD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">464,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">456,895</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">William Hill PLC (United Kingdom), Sr. Unsec. Gtd. Euro Notes, 4.25%, 06/05/20</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">115,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">191,086</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,318,985</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="7"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction&nbsp;&amp; Engineering&#150;0.14%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Astaldi SpA (Italy), REGS, Sr. Unsec. Euro Notes, 7.13%, 12/01/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">140,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">207,410</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction Materials&#150;1.09%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Grupo Isolux Corsan Finance B.V. (Spain), Sr. Unsec. Bonds, 6.63%, 04/15/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">380,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">527,729</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Manutencoop Facility Management SpA (Italy),</P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.50%, 08/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">330,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">491,441</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">8.50%, 08/01/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">148,921</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="67%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Construction Materials&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Spie BondCo 3 SCA (Luxembourg), REGS, Sr. Unsec. Gtd. Medium-Term Euro Notes, 11.00%,
08/15/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">270,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">419,055</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,587,146</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Food Distributors&#150;0.84%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bakkavor Finance 2 PLC (United Kingdom), REGS, Sr. Sec. Gtd. Euro Notes, 8.25%, 02/15/18<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">680,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,223,399</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Hotels, Resorts&nbsp;&amp; Cruise Lines&#150;0.58%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Thomas Cook Finance PLC (United Kingdom), Sr. Unsec. Gtd. Notes, 7.75%, 06/15/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">250,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">377,819</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Thomas Cook Group PLC (United Kingdom), Sr. Unsec. Gtd. Medium-Term Euro Notes, 7.75%,
06/22/17</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">255,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">474,449</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">852,268</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Independent Power Producers&nbsp;&amp; Energy Traders&#150;0.29%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Infinis PLC (United Kingdom), Sr. Sec. Notes, 7.00%, 02/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">230,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">420,223</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Internet Software &amp; Services&#150;0.36%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Adria Bidco B.V. (Serbia), REGS, Sr. Sec. Gtd. Euro Notes, 7.88%, 11/15/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">360,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">532,466</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Metal&nbsp;&amp; Glass Containers&#150;0.20%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Greif Neveda Holdings Inc., SCS, REGS, Sr. Unsec. Gtd. Medium-Term Euro Notes, 7.38%,
07/15/21<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">180,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">291,408</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Multi-Sector Holdings&#150;0.38%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="9"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Odeon&nbsp;&amp; UCI Finco PLC (United Kingdom),</P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.00%, 08/01/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">GBP</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">176,420</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Medium-Term Euro Notes,</P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.00%, 08/01/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">211,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">372,246</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">548,666</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8.5pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>Other Diversified Financial Services&#150;2.40%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8.5pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">AG Spring Finance II Ltd. (Spain),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.50%, 06/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">160,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">211,813</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">9.50%, 06/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">283,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">374,644</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Cabot Financial Luxembourg S.A. (United Kingdom), REGS, Sr. Sec. Gtd. Euro Notes, 10.38%,
10/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">555,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,067,155</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="54%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Other Diversified Financial Services&#150;(continued)</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Financiere Gaillon 8 SAS (France), Sr. Unsec. Notes, 7.00%,<BR>09/30/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">370,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509,680</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">GCS Holdco Finance I S.A. (Luxembourg),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 11/15/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">128,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">185,832</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.50%, 11/15/18<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">104,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">150,988</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Lowell Group Financing PLC (United Kingdom), REGS, Sr. Sec. Gtd. Euro Notes, 10.75%, 04/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">525,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">996,606</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,496,718</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Paper Packaging&#150;0.14%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Smurfit Kappa Acquisitions (Ireland), Sr. Unsec. Gtd. Notes, 3.25%, 06/01/21<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">148,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">201,375</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Personal Products&#150;0.16%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Albea Beauty Holdings S.A. (France), REGS, Sr. Sec. Gtd. Medium-Term Euro Notes, 8.75%,
11/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">150,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">227,995</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Pharmaceuticals&#150;0.44%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Rottapharm Ltd. (Italy), REGS, Sr. Unsec. Gtd. Euro Notes, 6.13%, 11/15/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">435,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">636,690</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Publishing&#150;0.11%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Johnston Press Bond PLC (United Kingdom), Sr. Sec. Notes, 8.63%, 06/01/19<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">165,106</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Research&nbsp;&amp; Consulting Services&#150;0.19%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">La Financiere Atalian S.A. (Luxembourg), REGS, Sr. Unsec. Gtd. Euro Bonds, 7.25%,<BR>01/15/20<SUP
STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">190,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">281,024</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="7"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Specialized Finance&#150;0.45%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">HSS Financing PLC (United Kingdom),</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 08/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">100,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">176,001</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">REGS,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Sr. Sec. Gtd. Euro Notes,</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">6.75%, 08/01/19<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">269,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">473,443</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">649,444</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Wireless Telecommunication Services&#150;0.17%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Matterhorn Mobile Holdings S.A. (Luxembourg), REGS, Sr. Sec. Gtd. Medium-Term Euro Notes,
8.25%, 02/15/20<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">165,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">248,264</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Non-U.S. Dollar Denominated Bonds &amp; Notes (Cost $14,215,216)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">15,012,927</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="60%"></TD>
<TD VALIGN="bottom" WIDTH="10%"></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="10%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="10%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>

<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Shares</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Common Stocks&nbsp;&amp; Other Equity Interests&#150;0.68%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Apparel, Accessories&nbsp;&amp; Luxury Goods&#150;0.00%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">HCI Direct, Inc. -Class&nbsp;A
<SUP STYLE="font-size:85%; vertical-align:top">(i)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Automobile Manufacturers&#150;0.58%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">General Motors Co. <SUP STYLE="font-size:85%; vertical-align:top">(i)(j)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">15,710</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543,252</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">General Motors Co. -Wts. expiring
07/10/16<SUP STYLE="font-size:85%; vertical-align:top">(i)(j)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">6,378</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">156,516</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">General Motors Co. -Wts. expiring
07/10/19<SUP STYLE="font-size:85%; vertical-align:top">(i)(j)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">6,378</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">104,663</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Motors Liquidation Co. GUC Trust
<SUP STYLE="font-size:85%; vertical-align:top">(i)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,673</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">41,791</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">846,222</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Forest Products&#150;0.00%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Emerald Plantation Holdings Ltd. (Cayman
Islands)<SUP STYLE="font-size:85%; vertical-align:top">(e)(i)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">9,308</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">2,234</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Paper Products&#150;0.10%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">NewPage Holdings Inc. (Acquired 07/21/11-08/29/11; Cost $397,010)<SUP
STYLE="font-size:85%; vertical-align:top">(c)(k)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">1,840</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">147,200</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Common Stocks &amp; Other Equity Interests (Cost $1,288,596)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">995,656</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Principal<BR>Amount</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="10"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Variable Rate Senior Loan Interests&#150;0.47%</B></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Apparel Retail&#150;0.34%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Men&#146;s Wearhouse Inc. (The), Sr. Unsec. Gtd. Term Loan, 0%, 03/11/15<SUP
STYLE="font-size:85%; vertical-align:top">(l)(m)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">490,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">490,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Casinos&nbsp;&amp; Gaming&#150;0.13%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Caesars Entertainment Operating Co. Inc., Sr. Sec. Gtd. Term Loan, 8.98%, 01/28/18<SUP
STYLE="font-size:85%; vertical-align:top">(m)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">190,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">188,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Variable Rate Senior Loan Interests (Cost $678,597)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">678,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Shares</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Preferred Stocks&#150;0.41%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Multi-Line Insurance&#150;0.41%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Hartford Financial Services Group Inc. (The) 7.88% Jr. Sub. Pfd. (Cost $523,614)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">19,662</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">591,433</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:ARIAL"><B>Money Market Funds&#150;3.96%</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Liquid Assets Portfolio &#150;Institutional Class <SUP
STYLE="font-size:85%; vertical-align:top">(n)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">2,884,487</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">2,884,487</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Premier Portfolio &#150;Institutional Class
<SUP STYLE="font-size:85%; vertical-align:top">(n)</SUP></P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">2,884,487</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">2,884,487</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Money Market Funds (Cost $5,768,974)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">5,768,974</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> </DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
<DIV STYLE="position:relative;float:left; margin-right:1%; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="62%"></TD>
<TD VALIGN="bottom" WIDTH="9%"></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="9%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Shares</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">TOTAL INVESTMENTS&#150;134.15% (Cost $188,188,434)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195,371,633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">OTHER ASSETS LESS LIABILITIES&#150;(34.15)%</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">(49,732,447</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">NET ASSETS&#150;100.00%</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">145,639,186</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="8%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="88%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3"><FONT STYLE="font-size:8pt">Investment Abbreviations:</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">CAD</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Canadian Dollar</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Ctfs.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Certificates</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">EUR</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Euro</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">GBP</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; British Pound</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Gtd.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Guaranteed</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Jr.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Junior</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Pfd.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Preferred</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">PIK</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Payment in Kind</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">REGS</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Regulation S</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">REIT</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Real Estate Investment Trust</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Sec.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Secured</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Sr.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Senior</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Sub.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Subordinated</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Unsec.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Unsecured</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Wts.</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&#151; Warrants</TD></TR>
</TABLE> <P STYLE="margin-top:10pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">Notes to Schedule of Investments: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Industry and/or sector classifications used in this report are generally according to the Global Industry Classification Standard, which was developed by and is the exclusive property and a service mark of MSCI Inc. and
Standard&nbsp;&amp; Poor&#146;s. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(b)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Calculated as a percentage of net assets. Amounts in excess of 100% are due to the Trust&#146;s use of leverage. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the &#147;1933 Act&#148;). The security may be resold pursuant to an exemption from registration
under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at May&nbsp;31, 2014 was $84,750,660, which represented 58.19% of the Trust&#146;s Net Assets. </TD></TR></TABLE>
<P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(d)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">All or a portion of this security is Payment-in-Kind. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="89%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="57%"></TD>
<TD VALIGN="bottom" WIDTH="20%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="17%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="bottom" ALIGN="center"> <P STYLE="border-bottom:1.00pt solid #000000; width:20.85pt; font-size:8pt; font-family:Times New Roman" ALIGN="center"><B>Issuer</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><B>Cash&nbsp;Rate</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><B>PIK&nbsp;Rate</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Emerald Plantation Holdings Ltd., Sr. Sec. Gtd. Global PIK Notes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Schaeffler Holding Finance B.V., Sr. Sec. Gtd. PIK Notes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.63</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(e)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Acquired as part of the Sino-Forest Corp. reorganization. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(f)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Defaulted security. Currently, the issuer is partially or fully in default with respect to interest payments. The value of this security at May&nbsp;31, 2014 represented less than 1% of the Trust&#146;s Net Assets.
</TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(g)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Perpetual bond with no specified maturity date. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(h)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Foreign denominated security. Principal amount is denominated in currency indicated. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(i)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Non-income producing security. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(j)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Acquired as part of the General Motors reorganization. </TD></TR></TABLE> <P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(k)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Non-income producing security acquired as part of the NewPage Corp. bankruptcy reorganization.
</TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:right; width:48%;padding-right:9pt;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(l)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">All or a portion of this holding is subject to unfunded loan commitments. Interest rate will be determined at the time of funding. See Note 4. </TD></TR></TABLE>
<P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(m)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Variable rate senior loan interests are, at present, not readily marketable, not registered under the Securities Act of 1933, as amended (the &#147;1933 Act&#148;), and may be subject to contractual and legal
restrictions on sale. Senior secured corporate loans and senior secured debt securities in the Fund&#146;s portfolio generally have variable rates which adjust to a base, such as the London Inter-Bank Offered Rate (&#147;LIBOR&#148;), on set dates,
typically every 30 days but not greater than one year; and/or have interest rates that float at a margin above a widely recognized base lending rate such as the Prime Rate of a designated U.S. bank. </TD></TR></TABLE>
<P STYLE="font-size:3pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="21" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(n)</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">The money market fund and the Fund are affiliated by having the same investment adviser. </TD></TR></TABLE>
<P STYLE="font-size:18pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P></DIV><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>See accompanying notes which are
an integral part of this schedule.</B> </P>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><B>Notes to Quarterly Schedule of Portfolio Holdings </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><I>May&nbsp;31, 2014 </I></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><I>(Unaudited) </I></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>NOTE 1 -- Significant Accounting Policies </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>A.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Security Valuations</B> &#150; Securities, including restricted securities, are valued according to the following policy. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Debt obligations (including convertible securities) and unlisted equities are fair valued using an evaluated quote provided by
an independent pricing service. Evaluated quotes provided by the pricing service may be determined without exclusive reliance on quoted prices, and may reflect appropriate factors such as institution-size trading in similar groups of securities,
developments related to specific securities, dividend rate (for unlisted equities), yield (for debt obligations), quality, type of issue, coupon rate (for debt obligations), maturity (for debt obligations), individual trading characteristics and
other market data. Debt obligations are subject to interest rate and credit risks. In addition, all debt obligations involve some risk of default with respect to interest and/or principal payments. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Senior secured floating rate loans and senior secured floating rate debt securities are fair valued using an evaluated quote
provided by an independent pricing service. Evaluated quotes provided by the pricing service may reflect appropriate factors such as ratings, tranche type, industry, company performance, spread, individual trading characteristics, institution-size
trading in similar groups of securities and other market data. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">A security listed or traded on an exchange (except
convertible securities) is valued at its last sales price or official closing price as of the close of the customary trading session on the exchange where the security is principally traded, or lacking any sales or official closing price on a
particular day, the security may be valued at the closing bid price on that day. Securities traded in the over-the-counter market are valued based on prices furnished by independent pricing services or market makers. When such securities are valued
by an independent pricing service they may be considered fair valued. Futures contracts are valued at the final settlement price set by an exchange on which they are principally traded. Listed options are valued at the mean between the last bid and
ask prices from the exchange on which they are principally traded. Options not listed on an exchange are valued by an independent source at the mean between the last bid and ask prices. For purposes of determining net asset value per share, futures
and option contracts generally are valued 15 minutes after the close of the customary trading session of the New York Stock Exchange (&#147;NYSE&#148;). </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Investments in open-end and closed-end registered investment companies that do not trade on an exchange are valued at the end
of day net asset value per share. Investments in open-end and closed-end registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the customary trading session on the
exchange where the security is principally traded. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Foreign securities&#146; (including foreign exchange contracts) prices
are converted into U.S. dollar amounts using the applicable exchange rates as of the close of the NYSE. If market quotations are available and reliable for foreign exchange-traded equity securities, the securities will be valued at the market
quotations. Because trading hours for certain foreign securities end before the close of the NYSE, closing market quotations may become unreliable. If between the time trading ends on a particular security and the close of the customary trading
session on the NYSE, events occur that the Adviser determines are significant and make the closing price unreliable, the Fund may fair value the security. If the event is likely to have affected the closing price of the security, the security will
be valued at fair value in good faith using procedures approved by the Board of Trustees. Adjustments to closing prices to reflect fair value may also be based on a screening process of an independent pricing service to indicate the degree of
certainty, based on historical data, that the closing price in the principal market where a foreign security trades is not the current value as of the close of the NYSE. Foreign securities&#146; prices meeting the approved degree of certainty that
the price is not reflective of current value will be priced at the indication of fair value from the independent pricing service. Multiple factors may be considered by the independent pricing service in determining adjustments to reflect fair value
and may include information relating to sector indices, American Depositary Receipts and domestic and foreign index futures. Foreign securities may have additional risks including exchange rate changes, potential for sharply devalued currencies and
high inflation, political and economic upheaval, the relative lack of issuer information, relatively low market liquidity and the potential lack of strict financial and accounting controls and standards. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Securities for which market prices are not provided by any of the above methods may be valued based upon quotes furnished by
independent sources.&nbsp;The last bid price may be used to value equity securities.&nbsp;The mean between the last bid and asked prices is used to value debt obligations, including corporate loans. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>A.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Security Valuations</B> &#150; <B>(continued) </B></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Securities for which
market quotations are not readily available or became unreliable are valued at fair value as determined in good faith by or under the supervision of the Fund&#146;s officers following procedures approved by the Board of Directors. Issuer specific
events, market trends, bid/ask quotes of brokers and information providers and other market data may be reviewed in the course of making a good faith determination of a security&#146;s fair value. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">The Trust may invest in securities that are subject to interest rate risk, meaning the risk that the prices will generally fall
as interest rates rise and, conversely, the prices will generally rise as interest rates fall.&nbsp;Specific securities differ in their sensitivity to changes in interest rates depending on their individual characteristics.&nbsp;Changes in interest
rates may result in increased market volatility, which may affect the value and/or liquidity of certain of the Trust&#146;s investments. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Valuations change in response to many factors including the historical and prospective earnings of the issuer, the value of the
issuer&#146;s assets, general economic conditions, interest rates, investor perceptions and market liquidity. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value
received upon actual sale of those investments. </P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>B.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Securities Transactions and Investment Income</B> &#150; Securities transactions are accounted for on a trade date basis. Realized gains or losses on sales are computed on the basis of specific identification of the
securities sold. Interest income (net of withholding tax, if any) is recorded on the accrual basis from settlement date. Dividend income (net of withholding tax, if any) is recorded on the ex-dividend date. Bond premiums and discounts are amortized
and/or accreted for financial reporting purposes. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">The Trust may periodically participate in litigation
related to Trust investments. As such, the Trust may receive proceeds from litigation settlements. Any proceeds received are included in the Statement of Operations as realized gain (loss) for investments no longer held and as unrealized gain (loss)
for investments still held. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">Brokerage commissions and mark ups are considered transaction costs and are recorded as an
increase to the cost basis of securities purchased and/or a reduction of proceeds on a sale of securities.&nbsp;Such transaction costs are included in the determination of net realized and unrealized gain (loss) from investment securities reported
in the Statement of Operations and the Statement of Changes in Net Assets and the net realized and unrealized gains (losses) on securities per share in the Financial Highlights. Transaction costs are included in the calculation of the Trust&#146;s
net asset value and, accordingly, they reduce the Trust&#146;s total returns. These transaction costs are not considered operating expenses and are not reflected in net investment income reported in the Statement of Operations and Statement of
Changes in Net Assets, or the net investment income per share and ratios of expenses and net investment income reported in the Financial Highlights, nor are they limited by any expense limitation arrangements between the Trust and the investment
adviser. </P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>C.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Country Determination </B>&#150; For the purposes of making investment selection decisions and presentation in the Schedule of Investments, the investment adviser may determine the country in which an issuer is
located and/or credit risk exposure based on various factors. These factors include the laws of the country under which the issuer is organized, where the issuer maintains a principal office, the country in which the issuer derives 50% or more of
its total revenues and the country that has the primary market for the issuer&#146;s securities, as well as other criteria.&nbsp;Among the other criteria that may be evaluated for making this determination are the country in which the issuer
maintains 50% or more of its assets, the type of security, financial guarantees and enhancements, the nature of the collateral and the sponsor organization. Country of issuer and/or credit risk exposure has been determined to be the United States of
America, unless otherwise noted. </TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>D.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Foreign Currency Translations</B> &#150; Foreign currency is valued at the close of the NYSE based on quotations posted by banks and major currency dealers. Portfolio securities and other assets and liabilities
denominated in foreign currencies are translated into U.S. dollar amounts at date of valuation. Purchases and sales of portfolio securities (net of foreign taxes withheld on disposition) and income items denominated in foreign currencies are
translated into U.S. dollar amounts on the respective dates of such transactions. The Trust does not separately account for the portion of the results of operations resulting from changes in foreign exchange rates on investments and the fluctuations
arising from changes in market prices of securities held. The combined results of changes in foreign exchange rates and the fluctuation of market prices on investments (net of estimated foreign tax withholding) are included with the net realized and
unrealized gain or loss from investments in the Statement of Operations. Reported net realized foreign currency gains or losses arise from (1)&nbsp;sales of foreign currencies, (2)&nbsp;currency gains or losses realized between the trade and
settlement dates on securities transactions, and (3)&nbsp;the difference between the amounts of dividends, interest, and foreign withholding taxes recorded on the Trust&#146;s books and the U.S. dollar equivalent of the amounts actually received or
paid. Net unrealized foreign currency gains and losses arise from changes in the fair values of assets and liabilities, other than investments in securities at fiscal period end, resulting from changes in exchange rates. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman">The Trust may invest in foreign securities which may be subject to foreign taxes on income, gains on investments or currency
repatriation, a portion of which may be recoverable. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

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<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>E.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Forward Foreign Currency Contracts</B> &#150; The Trust may enter into forward foreign currency contracts to manage or minimize currency or exchange rate risk. The Trust may also enter into forward foreign currency
contracts for the purchase or sale of a security denominated in a foreign currency in order to &#147;lock in&#148; the U.S. dollar price of that security. A forward foreign currency contract is an obligation to purchase or sell a specific currency
for an agreed-upon price at a future date. The use of forward foreign currency contracts does not eliminate fluctuations in the price of the underlying securities the Trust owns or intends to acquire but establishes a rate of exchange in advance.
Fluctuations in the value of these contracts are measured by the difference in the contract date and reporting date exchange rates and are recorded as unrealized appreciation (depreciation) until the contracts are closed. When the contracts are
closed, realized gains (losses) are recorded. Realized and unrealized gains (losses) on the contracts are included in the Statement of Operations. The primary risks associated with forward foreign currency contracts include failure of the
counterparty to meet the terms of the contract and the value of the foreign currency changing unfavorably. These risks may be in excess of the amounts reflected in the Statement of Assets and Liabilities. </TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><B>F.</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Leverage Risk </B>&#150; Leverage exists when a Trust can lose more than it originally invests because it purchases or sells an instrument or enters into a transaction without investing an amount equal to the full
economic exposure of the instrument or transaction. </TD></TR></TABLE> <P STYLE="margin-top:20pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>NOTE 2 -- Additional Valuation Information </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Generally Accepted Accounting Principles (&#147;GAAP&#148;) defines fair value as the price 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, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available
unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available or are unreliable. Based on the valuation
inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment&#146;s assigned level: </P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="96%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="95%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Level&nbsp;1&nbsp;&#150;</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top">Prices are determined using quoted prices in an active market for identical assets.</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Level&nbsp;2&nbsp;&#150;</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top">Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates,
prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Level&nbsp;3&nbsp;&#150;</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top">Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the
period), unobservable inputs may be used. Unobservable inputs reflect the Trust&#146;s own assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best
available information.</TD></TR>
</TABLE></DIV> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:4%; font-size:10pt; font-family:Times New Roman">The following is a summary of the tiered valuation input levels, as of May&nbsp;31, 2014. The level
assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may
materially differ from the value received upon actual sale of those investments. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="50%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;<FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Level 1</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Level 2</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>&nbsp;&nbsp;&nbsp;&nbsp;Level&nbsp;3&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Total</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Equity Securities</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">7,208,863</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">147,200</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">7,356,063</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Corporate Debt Securities</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">172,324,254</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">172,324,254</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Foreign Debt Securities</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">15,012,927</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">15,012,927</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Variable Rate Senior Loan Interests</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">678,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">678,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">7,208,863</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">188,162,770</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">195,371,633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Forward Foreign Currency Contracts*</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">48,187</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">--</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">48,187</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.20pt solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;Total Investments</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7,208,863</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188,210,957</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195,419,820</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.20pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">* Unrealized appreciation. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>NOTE 3 -- Derivative Investments </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Value of Derivative Investments at Period-End </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">The table
below summarizes the value of the Fund&#146;s derivative investments, detailed by primary risk exposure, held as of May&nbsp;31, 2014: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="83%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Risk Exposure/ Derivative Type</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Assets</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Liabilities</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Currency risk</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Forward foreign currency contracts</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">109,677</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">(61,490</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">)&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Effect of Derivative Investments for the three months ended May&nbsp;31, 2014 </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">The table below summarizes the gains (losses) on derivative investments, detailed by primary risk exposure, recognized in earnings during the period: </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="70%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="90%"></TD>
<TD VALIGN="bottom" WIDTH="9%"></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;<FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Location&nbsp;of&nbsp;Gain&nbsp;(Loss)&nbsp;on&nbsp;&nbsp;&nbsp;&nbsp;</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Statement&nbsp;of&nbsp;Operations&nbsp;&nbsp;&nbsp;&nbsp;</B></P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Forward&nbsp;Foreign&nbsp;Currency&nbsp;&nbsp;&nbsp;&nbsp;</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Contracts&nbsp;&nbsp;&nbsp;&nbsp;</B></P></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Realized Gain (Loss)</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Currency risk</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$(122,158)</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Change in Unrealized Appreciation</P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Currency risk</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">211,831</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Total</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$89,673</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">The table below summarizes the average notional value of forward foreign currency contracts outstanding during the period.
</P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="70%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="77%"></TD>
<TD VALIGN="bottom" WIDTH="14%"></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;<FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Forward&nbsp;Foreign&nbsp;Currency</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Contracts</B></P></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:2.00pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Average notional value</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:2.00pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:2.00pt solid #000000">$24,172,693</TD></TR>
</TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="10%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="14%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16" COLSPAN="23"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" COLSPAN="22"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Open Forward Foreign Currency Contracts at Period-End</B></P></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Unrealized</B></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" ALIGN="center"><B>Settlement</B></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Contract to</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Notional</B></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>&nbsp;&nbsp;&nbsp;&nbsp;Appreciation&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Date</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deliver&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Receive&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>(Depreciation)</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">07/25/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">RBC Capital</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman">Markets&nbsp;Corp.</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">CAD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">490,000</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">443,685</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">451,321</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">(7,636)</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">06/05/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">Citigroup Global Markets Inc.</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">6,749,253</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">9,293,921</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">9,200,408</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">93,513</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">09/02/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">Citigroup Global Markets Inc.</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">6,093,000</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">8,291,141</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">8,305,824</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">(14,683)</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">06/05/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">Citigroup Global Markets Inc.</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">9,196,085</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">EUR</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">6,749,253</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">9,200,408</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">4,323</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">06/05/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">RBC Capital Markets&nbsp;Corp.&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,831,350</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,293,890</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3,843,191</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11,841</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

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<TD></TD>
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<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:2.00pt solid #000000"><B>Open Forward Foreign Currency Contracts at Period-End &#150; (Continued)</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:2.00pt solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Unrealized</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" ALIGN="center"><B>Settlement</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><B>Contract to</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Notional</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>Appreciation</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Date</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Deliver</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Receive</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>(Depreciation)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">06/05/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">RBC&nbsp;Capital<BR> <P STYLE="margin-bottom:1pt; margin-top:0pt; font-size:10pt; font-family:Times New Roman">Markets&nbsp;Corp.</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,292,890</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,827,252</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">3,843,191</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">(15,939</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">)&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">07/09/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">Citigroup<BR>Global&nbsp;Markets&nbsp;Inc.</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">1,654,140</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,760,551</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">2,771,900</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">(11,883</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1px solid #000000">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">09/02/14</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">RBC Capital<BR>Markets Corp.</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">GBP</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">2,292,890</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000">USD</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">3,828,679</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">3,840,562</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">(11,349</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">)&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="middle" COLSPAN="14" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>Total open forward foreign currency
contracts &#150;</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>Currency Risk</B></P></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B></B>&nbsp;&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B></B>&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$</TD>
<TD VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48,187</TD>
<TD NOWRAP VALIGN="middle" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="92%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt">


<TR>
<TD WIDTH="38%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="59%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Currency Abbreviations:</P>
<P STYLE="font-size:3pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">CAD -- Canadian Dollar</P>
<P STYLE="font-size:3pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">USD -- U.S. Dollar</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">EUR &#150; Euro</P> <P STYLE="font-size:3pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">GBP -- British Pound Sterling</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>NOTE 4 -- Unfunded Loan Commitments </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">As of May&nbsp;31, 2014, the Trust had unfunded loan commitments, which could be extended at the option of the borrower, pursuant to the following loan
agreements with the following borrowers: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="96%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="65%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Borrower</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Type</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Principal&nbsp;Amount</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Value</B></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Men&#146;s Wearhouse, Inc. (The)</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">Term&nbsp;Loan</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">$490,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">$490,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>NOTE 5 -- Investment Securities </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">The aggregate amount of investment securities (other than short-term securities, U.S. Treasury obligations and money market funds, if any) purchased and sold
by the Trust during the three months ended May&nbsp;31, 2014 was $54,290,078 and $54,885,770, respectively. Cost of investments on a tax basis includes the adjustments for financial reporting purposes as of the most recently completed federal income
tax reporting period-end. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="87%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="83%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>Unrealized Appreciation (Depreciation) of Investment Securities on a Tax Basis</B></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><B>&nbsp;&nbsp;</B></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Aggregate unrealized appreciation of investment securities</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7,294,981</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Aggregate unrealized (depreciation) of investment securities</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">(700,272)</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:2.00pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Net unrealized appreciation of investment securities</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:2.00pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:2.00pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:2.00pt solid #000000" ALIGN="right">6,594,709</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:2.00pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Cost of investments for tax purposes is $188,776,924.</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>NOTE 6 -- Senior Loan Participation Commitments </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">The Trust invests in participations, assignments, or acts as a party to the primary lending syndicate of a Senior Loan interest to corporations, partnerships,
and other entities. When the Trust purchases a participation of a Senior Loan interest, the Trust typically enters into a contractual agreement with the lender or other third party selling the participation, but not with the borrower directly. As
such, the Trust assumes the credit risk of the borrower, selling participant or other persons interpositioned between the Trust and the borrower. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:8%; font-size:10pt; font-family:Times New Roman">At the three months ended May&nbsp;31, 2014, the following sets forth the selling participants with respect to interest in Senior Loans
purchased by the Trust on a participation basis. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="62%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Selling Participant</B></P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Principal&nbsp;Amount</B></P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Value</B></P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Bank of America, N.A.</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Credit Suisse First Boston</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">190,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">188,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Total</P></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">680,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000" ALIGN="right">678,389</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000">&nbsp;&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:ARIAL">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Invesco High Income Trust II</B> </P>


<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Times New Roman" SIZE="2">Item 2. Controls and Procedures. </FONT></P>
<P STYLE="font-size:6px;margin-top:0px;margin-bottom:0px">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Times New Roman" SIZE="2">(a)</FONT></TD>
<TD ALIGN="left" VALIGN="top"><FONT STYLE="font-family:Times New Roman" SIZE="2">As of May 23, 2014, an evaluation was performed under the supervision and with the participation of the officers of the Registrant, including the Principal Executive
Officer (&#147;PEO&#148;) and Principal Financial Officer (&#147;PFO&#148;), to assess the effectiveness of the Registrant&#146;s disclosure controls and procedures, as that term is defined in Rule 30a-3(c) under the Investment Company Act of 1940
(&#147;Act&#148;), as amended. Based on that evaluation, the Registrant&#146;s officers, including the PEO and PFO, concluded that, as of May 23, 2014, the Registrant&#146;s disclosure controls and procedures were reasonably designed so as to
ensure: (1) that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the time periods specified by the rules and forms of the Securities and Exchange Commission; and (2) that
material information relating to the Registrant is made known to the PEO and PFO as appropriate to allow timely decisions regarding required disclosure. </FONT></TD></TR></TABLE> <P STYLE="font-size:6px;margin-top:0px;margin-bottom:0px">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR>
<TD WIDTH="4%"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Times New Roman" SIZE="2">(b)</FONT></TD>
<TD ALIGN="left" VALIGN="top"><FONT STYLE="font-family:Times New Roman" SIZE="2">There have been no changes in the Registrant&#146;s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the
Registrant&#146;s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant&#146;s internal control over financial reporting. </FONT></TD></TR></TABLE>
<P STYLE="margin-top:18px;margin-bottom:0px"><FONT STYLE="font-family:Times New Roman" SIZE="2">Item 3. Exhibits. </FONT></P> <P STYLE="margin-top:6px;margin-bottom:0px; margin-left:4%; text-indent:4%"><FONT
STYLE="font-family:Times New Roman" SIZE="2">Certifications of PEO and PFO as required by Rule 30a-2(a) under the Investment Company Act of 1940. </FONT></P>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">SIGNATURES </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be
signed on its behalf by the undersigned, thereunto duly authorized. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Registrant: Invesco High Income Trust II </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="10%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="88%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Colin Meadows</P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">Colin Meadows</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">Principal Executive Officer</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">July 29, 2014</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities and 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-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="10%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="88%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Colin Meadows</P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">Colin Meadows</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">Principal Executive Officer</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">July 29, 2014</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Sheri Morris</P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">Sheri Morris</TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">Principal Financial Officer</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;</FONT></TD>
<TD VALIGN="top">July 29, 2014</TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:11pt; font-family:Times New Roman" ALIGN="center">EXHIBIT INDEX </P>
<P STYLE="margin-top:22pt; margin-bottom:0pt; margin-left:9%; font-size:11pt; font-family:Times New Roman">Certifications of Principal Executive Officer (&#147;PEO&#148;) and Principal Financial Officer (&#147;PFO&#148;) as required by Rule 30a-2(a)
under the Investment Company Act of 1940, as amended. </P>
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<DOCUMENT>
<TYPE>EX-99.CERT
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 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Colin Meadows, Principal Executive Officer, certify that: </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">1. I have reviewed this report on Form N-Q of Invesco High Income Trust II; </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">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="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">3.
Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">4. The registrant&#146;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="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision,
to ensure that material information relating to the registrant, including its consolidating 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="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our
supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(c) Evaluated the effectiveness of the registrant&#146;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="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(d) Disclosed in this report any change in this registrant&#146;s internal control over financial reporting that occurred during the
registrant&#146;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">5. The registrant&#146;s other certifying officer(s) and I have disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s
board of trustees (or persons performing equivalent functions): </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(a) All significant deficiencies and material weaknesses in the design or
operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#146;s
internal control over financial reporting. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>
<TD WIDTH="51%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="47%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date: July&nbsp;29, 2014</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Colin Meadows</P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top">Colin Meadows, Principal Executive Officer</TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Sheri Morris, Principal Financial Officer, certify that: </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">1. I have reviewed this report on Form N-Q of Invesco High Income Trust II; </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">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="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">3.
Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">4. The registrant&#146;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="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision,
to ensure that material information relating to the registrant, including its consolidating 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="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our
supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(c) Evaluated the effectiveness of the registrant&#146;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="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(d) Disclosed in this report any change in this registrant&#146;s internal control over financial reporting that occurred during the
registrant&#146;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">5. The registrant&#146;s other certifying officer(s) and I have disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s
board of trustees (or persons performing equivalent functions): </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(a) All significant deficiencies and material weaknesses in the design or
operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#146;s
internal control over financial reporting. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>
<TD WIDTH="51%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="47%"></TD></TR>


<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date: July&nbsp;29, 2014</TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Sheri Morris</P></TD></TR>
<TR STYLE="font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT STYLE="font-size:8pt">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top">Sheri Morris, Principal Financial Officer</TD></TR>
</TABLE>
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`
end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
