Net Asset Value(s)

City Merchants High Yield Trust Limited (CMHY)                                        
                                                                                     
As at close of business on 19-May-2021                                                
                                                                                     
*NAV per Ordinary share (unaudited) with Debt at Par & Fair Value                    
                                                                                     
EXCLUDING undistributed current year revenue                                193.93p  
                                                                                     
INCLUDING current year revenue                                              195.37p  
                                                                                     
Amount of borrowings outstanding under repo contracts:                      GBP12.02m
                                                                                     
Net borrowing level:                                                        1%        
                                                                                     
LEI: 549300JLX6ELWUZXCX14                                                            
                                                                                     
*The NAV above does not reflect the transfer of assets from Invesco                  
Enhanced Income Limited following the merger as detailed in the Results of            
the Scheme announcement made on 19 May 2021.                                          
                                                                                     
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